+61.4%
FCX vs GAP
+5.0%
+56.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.4% |
| 7D | -0.8% | -9.3% | +8.6% | +1.5% |
| 30D | -15.1% | -5.5% | -9.6% | -14.1% |
| 3M | -9.6% | +3.5% | -13.1% | -10.9% |
| 6M | -3.1% | +0.7% | -3.7% | -4.4% |
| YTD | +23.4% | -13.4% | +36.8% | +25.2% |
| 1Y | +52.7% | -7.7% | +60.3% | +52.3% |
| 3Y | +91.4% | +74.4% | +17.0% | +54.3% |
| All | +61.4% | +5.0% | +56.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling