+115.8%
FCX vs GILD
+142.1%
-26.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | -1.1% |
| 30D | +2.7% | +5.8% | -3.1% | +1.1% |
| 3M | +7.4% | +14.9% | -7.5% | +3.0% |
| 6M | +16.0% | -0.4% | +16.4% | +15.7% |
| YTD | +40.9% | +18.5% | +22.4% | +33.9% |
| 1Y | +56.4% | +25.1% | +31.3% | +46.2% |
| 3Y | +84.2% | +105.9% | -21.7% | +49.5% |
| All | +115.8% | +142.1% | -26.4% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling