+1,069.2%
FCX vs GFI
+592.5%
+476.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.1% | +4.7% | -1.6% | +1.4% |
| 30D | +8.1% | +14.4% | -6.3% | +3.4% |
| 3M | +18.9% | +32.5% | -13.6% | +8.1% |
| 6M | +26.6% | -7.2% | +33.8% | +28.9% |
| YTD | +51.2% | +10.9% | +40.3% | +44.6% |
| 1Y | +75.6% | +35.5% | +40.1% | +56.0% |
| 3Y | +101.7% | +312.1% | -210.4% | +18.7% |
| 5Y | +134.6% | +524.6% | -389.9% | +13.6% |
| 10Y | +724.2% | +1,092.7% | -368.6% | +149.0% |
| All | +1,069.2% | +592.5% | +476.6% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling