+613.6%
FCX vs GIS
-19.3%
+632.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.5% | -6.4% |
| 7D | -1.9% | -8.4% | +6.5% | -1.4% |
| 30D | +3.4% | -5.2% | +8.6% | +3.7% |
| 3M | +15.0% | +8.2% | +6.8% | +14.1% |
| 6M | +14.6% | -12.0% | +26.7% | +15.8% |
| YTD | +41.2% | -18.9% | +60.1% | +43.6% |
| 1Y | +60.4% | -23.6% | +84.0% | +63.9% |
| 3Y | +88.4% | -37.6% | +126.0% | +95.2% |
| 5Y | +115.0% | -25.2% | +140.2% | +116.2% |
| All | +613.6% | -19.3% | +632.9% | +738.2% |
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