+113.9%
FCX vs GFS
-2.1%
+116.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | +3.1% | +4.5% | -1.4% | +1.6% |
| 30D | +8.1% | -8.2% | +16.3% | +10.9% |
| 3M | +18.9% | -38.9% | +57.8% | +38.3% |
| 6M | +26.6% | -2.9% | +29.5% | +24.7% |
| YTD | +51.2% | +31.8% | +19.4% | +33.6% |
| 1Y | +75.6% | +43.1% | +32.4% | +50.3% |
| 3Y | +101.7% | -20.6% | +122.4% | +98.9% |
| All | +113.9% | -2.1% | +116.0% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling