+1,015.5%
FCX vs GE
+1,309.4%
-293.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.0% |
| 30D | +4.8% | -11.6% | +16.4% | +11.6% |
| 3M | +4.6% | +3.0% | +1.6% | +2.3% |
| 6M | +10.8% | -0.5% | +11.3% | +10.0% |
| YTD | +44.2% | +9.7% | +34.5% | +34.9% |
| 1Y | +59.6% | +20.0% | +39.5% | +42.1% |
| 3Y | +82.2% | +275.8% | -193.6% | -16.2% |
| 5Y | +115.6% | +429.1% | -313.5% | -18.9% |
| 10Y | +670.6% | +151.2% | +519.4% | +288.4% |
| All | +1,015.5% | +1,309.4% | -293.9% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling