+84.2%
FCX vs GDDY
+30.8%
+53.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -2.2% |
| 30D | +2.7% | +6.8% | -4.1% | +2.3% |
| 3M | +7.4% | +30.5% | -23.1% | +4.8% |
| 6M | +16.0% | +13.3% | +2.7% | +14.4% |
| YTD | +40.9% | -21.0% | +61.9% | +49.9% |
| 1Y | +56.4% | -34.0% | +90.4% | +74.7% |
| 3Y | +84.2% | +33.1% | +51.1% | +67.2% |
| All | +84.2% | +30.8% | +53.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling