+373.5%
FCX vs GE
+150.1%
+223.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -0.3% | +2.7% | -3.0% | -1.7% |
| 30D | -14.7% | +8.1% | -22.8% | -18.3% |
| 3M | -11.2% | -7.9% | -3.3% | -7.7% |
| 6M | -11.4% | +12.9% | -24.3% | -17.9% |
| YTD | +17.7% | +8.2% | +9.5% | +10.7% |
| 1Y | +47.5% | +9.7% | +37.8% | +37.4% |
| 3Y | +83.9% | +266.1% | -182.2% | -15.1% |
| 5Y | +54.0% | +407.4% | -353.4% | -42.1% |
| All | +373.5% | +150.1% | +223.5% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling