+134.6%
FCX vs GAP
+6.6%
+128.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.5% |
| 7D | +3.1% | -3.2% | +6.3% | +3.8% |
| 30D | +8.1% | -0.7% | +8.8% | +7.8% |
| 3M | +18.9% | -0.5% | +19.4% | +18.4% |
| 6M | +26.6% | -5.0% | +31.6% | +26.8% |
| YTD | +51.2% | -14.7% | +65.8% | +54.2% |
| 1Y | +75.6% | -8.6% | +84.2% | +75.6% |
| 3Y | +101.7% | +108.4% | -6.6% | +54.8% |
| 5Y | +134.6% | +5.8% | +128.9% | +87.0% |
| All | +134.6% | +6.6% | +128.0% | +87.0% |
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