+66.5%
FCX vs GEHC
+33.6%
+32.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | -2.4% | +3.7% | -6.1% | -3.8% |
| 30D | -18.0% | +27.3% | -45.3% | -25.9% |
| 3M | -14.3% | +14.7% | -29.0% | -19.2% |
| 6M | -1.7% | +31.9% | -33.7% | -14.2% |
| YTD | +19.8% | +2.2% | +17.7% | +17.4% |
| 1Y | +48.6% | +14.1% | +34.6% | +37.5% |
| 3Y | +85.8% | +21.0% | +64.9% | +68.6% |
| All | +66.5% | +33.6% | +32.8% | +48.4% |
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