+1,015.5%
FCX vs GD
+5,904.9%
-4,889.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | -4.9% | -5.3% | +0.4% | -1.8% |
| 30D | +4.8% | -6.4% | +11.2% | +8.8% |
| 3M | +4.6% | +5.7% | -1.1% | +0.6% |
| 6M | +10.8% | -0.9% | +11.8% | +10.1% |
| YTD | +44.2% | +8.2% | +36.1% | +35.5% |
| 1Y | +59.6% | +13.4% | +46.1% | +45.9% |
| 3Y | +82.2% | +68.5% | +13.8% | +29.3% |
| 5Y | +115.6% | +97.2% | +18.5% | +40.1% |
| 10Y | +670.6% | +190.2% | +480.4% | +312.1% |
| All | +1,015.5% | +5,904.9% | -4,889.4% | +150.7% |
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