+373.5%
FCX vs GIS
-16.9%
+390.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.1% |
| 7D | -0.3% | -3.4% | +3.0% | -0.2% |
| 30D | -14.7% | +6.9% | -21.6% | -15.0% |
| 3M | -11.2% | -10.1% | -1.0% | -10.8% |
| 6M | -11.4% | +5.9% | -17.2% | -12.0% |
| YTD | +17.7% | -21.1% | +38.8% | +19.7% |
| 1Y | +47.5% | -22.5% | +70.0% | +50.2% |
| 3Y | +83.9% | -39.0% | +122.9% | +90.2% |
| 5Y | +54.0% | -33.3% | +87.3% | +56.9% |
| All | +373.5% | -16.9% | +390.4% | +359.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling