+85.8%
FCX vs GEHC
+22.7%
+63.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.9% |
| 30D | -18.0% | +27.3% | -45.3% | -26.8% |
| 3M | -14.3% | +14.7% | -29.0% | -19.8% |
| 6M | -1.7% | +31.9% | -33.7% | -15.7% |
| YTD | +19.8% | +2.2% | +17.7% | +17.7% |
| 1Y | +48.6% | +14.1% | +34.6% | +36.0% |
| 3Y | +85.8% | +21.0% | +64.9% | +61.9% |
| All | +85.8% | +22.7% | +63.1% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling