+59.6%
FCX vs GAP
+1.5%
+58.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.9% | -4.5% | -0.4% | -3.9% |
| 30D | +4.8% | +9.0% | -4.2% | +2.4% |
| 3M | +4.6% | +5.0% | -0.4% | +3.0% |
| 6M | +10.8% | -17.8% | +28.6% | +14.7% |
| YTD | +44.2% | -10.4% | +54.6% | +45.1% |
| 1Y | +59.6% | -3.4% | +63.0% | +52.6% |
| All | +59.6% | +1.5% | +58.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling