+485.6%
FCX vs GD
+190.6%
+295.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +3.1% |
| 7D | -4.9% | -5.0% | +0.1% | -1.0% |
| 30D | -17.1% | +8.9% | -26.1% | -22.9% |
| 3M | -12.7% | -8.0% | -4.6% | -7.5% |
| 6M | -2.0% | +2.9% | -4.9% | -6.1% |
| YTD | +18.1% | +7.1% | +11.0% | +7.9% |
| 1Y | +55.2% | +5.9% | +49.2% | +43.1% |
| 3Y | +74.3% | +53.9% | +20.5% | +12.7% |
| 5Y | +71.9% | +95.4% | -23.5% | -12.4% |
| All | +485.6% | +190.6% | +295.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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