+386.3%
FCX vs GD
+180.8%
+205.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -4.4% |
| 7D | -2.4% | -1.9% | -0.5% | -0.9% |
| 30D | -18.0% | +10.9% | -28.9% | -24.8% |
| 3M | -14.3% | -6.8% | -7.5% | -10.2% |
| 6M | -1.7% | +7.0% | -8.7% | -8.7% |
| YTD | +19.8% | +11.1% | +8.7% | +6.5% |
| 1Y | +48.6% | +7.0% | +41.6% | +36.3% |
| 3Y | +85.8% | +59.9% | +25.9% | +17.0% |
| 5Y | +72.2% | +102.5% | -30.2% | -14.1% |
| 10Y | +386.3% | +174.0% | +212.3% | +89.1% |
| All | +386.3% | +180.8% | +205.5% | +89.1% |
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