+125.5%
FCX vs GGLL
+217.5%
-92.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.5% |
| 7D | +4.4% | +11.5% | -7.1% | +2.0% |
| 30D | -16.3% | -31.2% | +14.9% | -10.2% |
| 3M | -12.5% | -28.7% | +16.2% | -7.1% |
| 6M | -8.0% | -47.2% | +39.2% | +3.0% |
| YTD | +20.1% | -24.3% | +44.4% | +21.3% |
| 1Y | +45.9% | -12.0% | +57.9% | +41.3% |
| 3Y | +86.2% | +169.6% | -83.4% | +28.1% |
| All | +125.5% | +217.5% | -92.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling