+476.8%
FCX vs GH
+473.1%
+3.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.2% |
| 7D | -1.9% | -1.2% | -0.6% | -1.6% |
| 30D | +3.4% | -3.7% | +7.1% | +4.1% |
| 3M | +15.0% | +21.7% | -6.7% | +10.4% |
| 6M | +14.6% | +75.7% | -61.1% | +2.3% |
| YTD | +41.2% | +55.7% | -14.5% | +28.4% |
| 1Y | +60.4% | +181.1% | -120.7% | +29.4% |
| 3Y | +88.4% | +371.6% | -283.2% | +30.7% |
| 5Y | +115.0% | +23.2% | +91.9% | +75.9% |
| All | +476.8% | +473.1% | +3.7% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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