+489.1%
FCX vs GH
+481.7%
+7.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +4.8% | -1.1% | +5.9% | +5.0% |
| 3M | +4.6% | +21.3% | -16.7% | +0.5% |
| 6M | +10.8% | +73.5% | -62.7% | -0.9% |
| YTD | +44.2% | +58.0% | -13.8% | +30.8% |
| 1Y | +59.6% | +163.1% | -103.5% | +30.3% |
| 3Y | +82.2% | +361.0% | -278.8% | +26.9% |
| 5Y | +115.6% | +22.5% | +93.1% | +76.5% |
| All | +489.1% | +481.7% | +7.5% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling