+115.8%
FCX vs GDDY
+29.8%
+86.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | +2.7% | +6.8% | -4.1% | +0.7% |
| 3M | +7.4% | +30.5% | -23.1% | -1.2% |
| 6M | +16.0% | +13.3% | +2.7% | +9.6% |
| YTD | +40.9% | -21.0% | +61.9% | +49.2% |
| 1Y | +56.4% | -34.0% | +90.4% | +77.1% |
| 3Y | +84.2% | +33.1% | +51.1% | +46.6% |
| All | +115.8% | +29.8% | +86.0% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling