+138.9%
FCX vs GE
+434.8%
-295.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.7% |
| 7D | +5.7% | +1.2% | +4.6% | +5.0% |
| 30D | +10.1% | -9.5% | +19.6% | +15.9% |
| 3M | +20.2% | +4.1% | +16.1% | +16.6% |
| 6M | +29.7% | +3.9% | +25.7% | +25.1% |
| YTD | +51.9% | +9.0% | +42.9% | +41.9% |
| 1Y | +66.0% | +21.9% | +44.0% | +45.2% |
| 3Y | +102.7% | +281.8% | -179.0% | -18.0% |
| 5Y | +138.9% | +436.7% | -297.9% | -29.8% |
| All | +138.9% | +434.8% | -295.9% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling