+66.6%
FCX vs GFS
-11.4%
+78.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | -0.3% | +7.4% | -7.7% | -2.6% |
| 30D | -14.7% | -15.3% | +0.5% | -10.2% |
| 3M | -11.2% | -21.1% | +9.9% | -4.8% |
| 6M | -11.4% | -44.5% | +33.1% | +5.3% |
| YTD | +17.7% | +19.2% | -1.5% | +6.9% |
| 1Y | +47.5% | +27.2% | +20.2% | +30.8% |
| 3Y | +83.9% | -20.1% | +104.0% | +80.8% |
| 5Y | +54.0% | -25.6% | +79.6% | +51.9% |
| All | +66.6% | -11.4% | +78.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling