+813.3%
FCX vs GEN
+2,440.8%
-1,627.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.2% |
| 7D | -4.9% | +2.3% | -7.1% | -5.4% |
| 30D | -17.1% | +33.1% | -50.2% | -22.4% |
| 3M | -12.7% | +6.5% | -19.1% | -14.8% |
| 6M | -2.0% | +53.8% | -55.8% | -12.4% |
| YTD | +18.1% | +11.2% | +6.9% | +12.7% |
| 1Y | +55.2% | +19.4% | +35.8% | +45.9% |
| 3Y | +74.3% | +81.0% | -6.7% | +49.0% |
| 5Y | +71.9% | +33.4% | +38.4% | +54.9% |
| 10Y | +498.4% | +164.3% | +334.1% | +350.1% |
| All | +813.3% | +2,440.8% | -1,627.5% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling