+97.6%
FCX vs GIS
-35.3%
+132.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | +3.1% | -8.6% | +11.7% | +1.8% |
| 30D | +8.1% | -0.5% | +8.6% | +8.1% |
| 3M | +18.9% | +11.9% | +7.0% | +20.9% |
| 6M | +26.6% | -11.6% | +38.2% | +27.0% |
| YTD | +51.2% | -16.3% | +67.5% | +51.5% |
| 1Y | +75.6% | -21.8% | +97.3% | +75.4% |
| All | +97.6% | -35.3% | +132.9% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling