+53.6%
FCX vs GD
+6.6%
+47.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.5% |
| 7D | -1.0% | -3.0% | +2.0% | -0.7% |
| 30D | -15.2% | +9.3% | -24.5% | -16.4% |
| 3M | -10.3% | -7.2% | -3.1% | -8.6% |
| 6M | +1.6% | +5.5% | -3.9% | -0.1% |
| YTD | +23.9% | +9.5% | +14.4% | +17.3% |
| All | +53.6% | +6.6% | +47.1% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling