+75.6%
FCX vs GEN
+0.6%
+74.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.1% | -2.9% | +6.0% | +3.3% |
| 30D | +8.1% | +2.1% | +6.1% | +7.9% |
| 3M | +18.9% | +19.7% | -0.8% | +17.6% |
| 6M | +26.6% | +33.3% | -6.7% | +21.6% |
| YTD | +51.2% | +11.1% | +40.0% | +50.4% |
| 1Y | +75.6% | +3.0% | +72.6% | +68.1% |
| All | +75.6% | +0.6% | +74.9% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling