+373.5%
FCX vs GEN
+152.9%
+220.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -0.3% | +2.0% | -2.4% | -0.9% |
| 30D | -14.7% | +27.7% | -42.5% | -20.8% |
| 3M | -11.2% | +3.3% | -14.4% | -13.0% |
| 6M | -11.4% | +31.8% | -43.2% | -20.1% |
| YTD | +17.7% | +13.5% | +4.2% | +10.2% |
| 1Y | +47.5% | +16.0% | +31.4% | +37.1% |
| 3Y | +83.9% | +70.6% | +13.3% | +50.9% |
| 5Y | +54.0% | +32.1% | +21.8% | +32.6% |
| All | +373.5% | +152.9% | +220.6% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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