+386.3%
FCX vs GEN
+151.0%
+235.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -18.0% | +29.1% | -47.1% | -24.1% |
| 3M | -14.3% | +2.9% | -17.2% | -16.1% |
| 6M | -1.7% | +33.6% | -35.3% | -11.9% |
| YTD | +19.8% | +12.0% | +7.8% | +12.6% |
| 1Y | +48.6% | +16.2% | +32.5% | +38.0% |
| 3Y | +85.8% | +65.1% | +20.8% | +53.9% |
| 5Y | +72.2% | +33.3% | +38.9% | +47.9% |
| 10Y | +386.3% | +149.7% | +236.6% | +187.1% |
| All | +386.3% | +151.0% | +235.3% | +187.1% |
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