+1,015.5%
FCX vs GAP
+722.8%
+292.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | +4.8% | +9.0% | -4.2% | +1.7% |
| 3M | +4.6% | +5.0% | -0.4% | +2.4% |
| 6M | +10.8% | -17.8% | +28.6% | +15.4% |
| YTD | +44.2% | -10.4% | +54.6% | +45.7% |
| 1Y | +59.6% | -3.4% | +63.0% | +56.9% |
| 3Y | +82.2% | +111.5% | -29.2% | +29.9% |
| 5Y | +115.6% | +8.8% | +106.8% | +73.8% |
| 10Y | +670.6% | +32.9% | +637.7% | +410.2% |
| All | +1,015.5% | +722.8% | +292.7% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling