+724.2%
FCX vs GEN
+150.6%
+573.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.1% | -2.9% | +6.0% | +3.9% |
| 30D | +8.1% | +2.1% | +6.1% | +7.3% |
| 3M | +18.9% | +19.7% | -0.8% | +11.9% |
| 6M | +26.6% | +33.3% | -6.7% | +14.3% |
| YTD | +51.2% | +11.1% | +40.0% | +43.8% |
| 1Y | +75.6% | +3.0% | +72.6% | +71.1% |
| 3Y | +101.7% | +57.9% | +43.8% | +70.5% |
| 5Y | +134.6% | +20.6% | +114.0% | +109.6% |
| 10Y | +724.2% | +153.2% | +570.9% | +390.0% |
| All | +724.2% | +150.6% | +573.6% | +390.0% |
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