+1,015.5%
FCX vs GEN
+2,514.2%
-1,498.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -4.9% | -1.2% | -3.7% | -4.6% |
| 30D | +4.8% | +10.1% | -5.3% | +2.6% |
| 3M | +4.6% | +16.1% | -11.5% | +0.8% |
| 6M | +10.8% | +38.9% | -28.0% | +2.2% |
| YTD | +44.2% | +14.4% | +29.8% | +38.2% |
| 1Y | +59.6% | +5.9% | +53.7% | +55.5% |
| 3Y | +82.2% | +58.8% | +23.5% | +61.8% |
| 5Y | +115.6% | +24.7% | +91.0% | +99.1% |
| 10Y | +670.6% | +163.1% | +507.5% | +485.6% |
| All | +1,015.5% | +2,514.2% | -1,498.7% | +481.0% |
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 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