+990.0%
FCX vs GILD
+37,128.0%
-36,138.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.3% | -4.8% | +2.5% | -1.5% |
| 30D | +2.7% | +5.8% | -3.1% | +1.6% |
| 3M | +7.4% | +14.9% | -7.5% | +4.6% |
| 6M | +16.0% | -0.4% | +16.4% | +15.7% |
| YTD | +40.9% | +18.5% | +22.4% | +36.4% |
| 1Y | +56.4% | +25.1% | +31.3% | +50.0% |
| 3Y | +84.2% | +105.9% | -21.7% | +61.7% |
| 5Y | +114.6% | +143.0% | -28.4% | +82.5% |
| 10Y | +668.4% | +162.4% | +506.0% | +539.4% |
| All | +990.0% | +37,128.0% | -36,138.0% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling