+110.0%
FCX vs GEHC
+4.1%
+105.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +3.1% | -7.6% | +10.7% | +6.4% |
| 30D | +8.1% | -10.7% | +18.8% | +13.1% |
| 3M | +18.9% | -1.2% | +20.2% | +17.8% |
| 6M | +26.6% | -13.7% | +40.3% | +33.2% |
| YTD | +51.2% | -20.4% | +71.6% | +64.4% |
| 1Y | +75.6% | -17.0% | +92.6% | +86.4% |
| 3Y | +101.7% | +0.9% | +100.8% | +100.3% |
| All | +110.0% | +4.1% | +105.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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