+134.6%
FCX vs GIS
-23.6%
+158.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.6% |
| 7D | +3.1% | -8.6% | +11.7% | +2.7% |
| 30D | +8.1% | -0.5% | +8.6% | +8.1% |
| 3M | +18.9% | +11.9% | +7.0% | +19.3% |
| 6M | +26.6% | -11.6% | +38.2% | +27.6% |
| YTD | +51.2% | -16.3% | +67.5% | +52.7% |
| 1Y | +75.6% | -21.8% | +97.3% | +77.8% |
| 3Y | +101.7% | -35.7% | +137.4% | +103.7% |
| 5Y | +134.6% | -22.9% | +157.5% | +131.1% |
| All | +134.6% | -23.6% | +158.2% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling