+47.5%
FCX vs GEHC
+11.9%
+35.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -14.7% | +21.3% | -36.0% | -16.8% |
| 3M | -11.2% | +12.6% | -23.7% | -12.6% |
| 6M | -11.4% | +34.3% | -45.7% | -15.8% |
| YTD | +17.7% | +1.4% | +16.3% | +20.3% |
| 1Y | +47.5% | +12.5% | +35.0% | +43.8% |
| All | +47.5% | +11.9% | +35.6% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling