+60.4%
FCX vs GIS
-23.7%
+84.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.5% | -7.3% |
| 7D | -1.9% | -8.4% | +6.5% | -4.1% |
| 30D | +3.4% | -5.2% | +8.6% | +2.1% |
| 3M | +15.0% | +8.2% | +6.8% | +18.2% |
| 6M | +14.6% | -12.0% | +26.7% | +14.8% |
| YTD | +41.2% | -18.9% | +60.1% | +40.9% |
| 1Y | +60.4% | -23.6% | +84.0% | +55.9% |
| All | +60.4% | -23.7% | +84.0% | +55.9% |
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