+854.8%
FCX vs GAP
+695.6%
+159.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.6% |
| 7D | -0.8% | -9.3% | +8.6% | +2.1% |
| 30D | -15.1% | -5.5% | -9.6% | -13.8% |
| 3M | -9.6% | +3.5% | -13.1% | -11.3% |
| 6M | -3.1% | +0.7% | -3.7% | -4.8% |
| YTD | +23.4% | -13.4% | +36.8% | +25.5% |
| 1Y | +52.7% | -7.7% | +60.3% | +51.9% |
| 3Y | +91.4% | +74.4% | +17.0% | +44.8% |
| 5Y | +62.7% | +5.3% | +57.4% | +32.5% |
| 10Y | +395.9% | +4.7% | +391.2% | +250.0% |
| All | +854.8% | +695.6% | +159.2% | +378.0% |
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