+125.0%
FCX vs GGLL
+194.0%
-69.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.4% | +5.1% | -7.5% | -3.4% |
| 30D | -18.0% | -35.5% | +17.5% | -10.7% |
| 3M | -14.3% | -39.2% | +24.9% | -5.8% |
| 6M | -1.7% | -54.4% | +52.6% | +13.7% |
| YTD | +19.8% | -29.8% | +49.7% | +23.1% |
| 1Y | +48.6% | -20.4% | +69.1% | +47.2% |
| 3Y | +85.8% | +149.7% | -63.9% | +30.0% |
| All | +125.0% | +194.0% | -69.1% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling