+858.0%
FCX vs GE
+1,304.9%
-446.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +2.8% |
| 7D | -1.0% | +6.3% | -7.3% | -4.1% |
| 30D | -15.2% | +8.9% | -24.1% | -19.1% |
| 3M | -10.3% | -9.2% | -1.1% | -6.0% |
| 6M | +1.6% | +13.2% | -11.7% | -6.1% |
| YTD | +23.9% | +9.4% | +14.5% | +15.8% |
| 1Y | +58.0% | +9.8% | +48.2% | +47.2% |
| 3Y | +94.6% | +278.2% | -183.6% | -10.9% |
| 5Y | +70.4% | +396.0% | -325.6% | -33.8% |
| 10Y | +430.7% | +162.4% | +268.3% | +160.1% |
| All | +858.0% | +1,304.9% | -446.9% | +192.0% |
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