+789.9%
FCX vs GD
+5,883.0%
-5,093.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.1% |
| 7D | -12.5% | -3.9% | -8.6% | -10.4% |
| 30D | -20.0% | +8.1% | -28.1% | -23.8% |
| 3M | -16.4% | -6.8% | -9.6% | -13.4% |
| 6M | +0.8% | +3.0% | -2.2% | -2.2% |
| YTD | +15.1% | +7.8% | +7.3% | +7.8% |
| 1Y | +45.3% | +5.8% | +39.5% | +37.8% |
| 3Y | +70.9% | +55.3% | +15.6% | +27.3% |
| 5Y | +67.5% | +96.7% | -29.2% | +8.4% |
| 10Y | +483.0% | +195.4% | +287.7% | +207.1% |
| All | +789.9% | +5,883.0% | -5,093.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling