+111.0%
FCX vs GEHC
+6.6%
+104.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.4% | +6.6% |
| 7D | +5.7% | -5.2% | +10.9% | +8.0% |
| 30D | +10.1% | -7.0% | +17.0% | +13.2% |
| 3M | +20.2% | +3.3% | +16.9% | +16.7% |
| 6M | +29.7% | -10.0% | +39.7% | +33.9% |
| YTD | +51.9% | -18.5% | +70.4% | +63.6% |
| 1Y | +66.0% | -14.4% | +80.4% | +73.9% |
| 3Y | +102.7% | +3.4% | +99.3% | +99.4% |
| All | +111.0% | +6.6% | +104.4% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling