+99.8%
FCX vs GFS
-2.1%
+101.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | +3.2% | -5.1% | -2.9% |
| 30D | +3.4% | -9.6% | +13.0% | +6.6% |
| 3M | +15.0% | -38.5% | +53.5% | +33.4% |
| 6M | +14.6% | -1.3% | +15.9% | +12.4% |
| YTD | +41.2% | +31.8% | +9.4% | +24.8% |
| 1Y | +60.4% | +44.6% | +15.8% | +36.9% |
| 3Y | +88.4% | -20.6% | +109.1% | +85.7% |
| All | +99.8% | -2.1% | +101.9% | +99.9% |
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