+59.6%
FCX vs GILD
+36.9%
+22.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.9% | +3.7% | -8.5% | -5.5% |
| 30D | +4.8% | +14.6% | -9.8% | +2.0% |
| 3M | +4.6% | +17.7% | -13.0% | +0.3% |
| 6M | +10.8% | +3.1% | +7.7% | +10.8% |
| YTD | +44.2% | +24.5% | +19.7% | +38.1% |
| 1Y | +59.6% | +37.4% | +22.2% | +41.9% |
| All | +59.6% | +36.9% | +22.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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