+383.2%
FCX vs GD
+165.4%
+217.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.8% |
| 7D | +4.4% | +1.9% | +2.5% | +2.9% |
| 30D | -16.3% | +9.2% | -25.6% | -22.3% |
| 3M | -12.5% | -7.5% | -5.0% | -7.8% |
| 6M | -8.0% | +5.8% | -13.8% | -13.8% |
| YTD | +20.1% | +9.8% | +10.3% | +7.8% |
| 1Y | +45.9% | +5.8% | +40.2% | +35.1% |
| 3Y | +86.2% | +58.0% | +28.2% | +18.3% |
| 5Y | +57.1% | +100.4% | -43.3% | -21.0% |
| All | +383.2% | +165.4% | +217.8% | +88.6% |
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