+60.3%
FCX vs GGLL
-11.6%
+71.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.4% |
| 7D | -6.0% | -23.1% | +17.1% | -3.1% |
| 30D | -13.6% | -32.9% | +19.3% | -9.0% |
| 3M | -6.8% | -44.9% | +38.1% | +0.6% |
| 6M | +13.2% | -49.5% | +62.7% | +24.1% |
| YTD | +24.4% | -28.9% | +53.3% | +22.3% |
| 1Y | +60.3% | -12.2% | +72.5% | +52.2% |
| All | +60.3% | -11.6% | +71.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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