+56.4%
FCX vs GFI
+26.4%
+30.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -2.3% | -4.9% | +2.6% | +0.2% |
| 30D | +2.7% | +10.7% | -8.1% | -2.4% |
| 3M | +7.4% | +25.6% | -18.2% | -5.0% |
| 6M | +16.0% | -8.3% | +24.3% | +17.8% |
| YTD | +40.9% | +6.3% | +34.6% | +34.3% |
| 1Y | +56.4% | +22.1% | +34.4% | +36.0% |
| All | +56.4% | +26.4% | +30.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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