-15.1%
FCX vs GE
+11.4%
-26.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +1.9% |
| 7D | -0.8% | +4.0% | -4.8% | -3.5% |
| 30D | -15.1% | +11.1% | -26.1% | -21.6% |
| All | -15.1% | +11.4% | -26.4% | -21.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling