+613.6%
FCX vs GAP
+27.6%
+586.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -5.9% |
| 7D | -1.9% | -6.3% | +4.5% | +0.1% |
| 30D | +3.4% | -0.2% | +3.6% | +2.8% |
| 3M | +15.0% | 0.0% | +15.0% | +14.0% |
| 6M | +14.6% | -8.1% | +22.8% | +15.9% |
| YTD | +41.2% | -16.5% | +57.7% | +45.9% |
| 1Y | +60.4% | -10.5% | +70.8% | +61.0% |
| 3Y | +88.4% | +104.0% | -15.5% | +27.8% |
| 5Y | +115.0% | +6.8% | +108.3% | +68.2% |
| All | +613.6% | +27.6% | +586.0% | +317.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling