+59.6%
FCX vs GIS
-18.7%
+78.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | -0.4% |
| 7D | -4.9% | -7.8% | +3.0% | -7.0% |
| 30D | +4.8% | +6.6% | -1.8% | +7.0% |
| 3M | +4.6% | +21.0% | -16.4% | +10.7% |
| 6M | +10.8% | -9.1% | +19.9% | +12.0% |
| YTD | +44.2% | -13.6% | +57.8% | +45.9% |
| 1Y | +59.6% | -18.0% | +77.6% | +55.8% |
| All | +59.6% | -18.7% | +78.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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