+324.2%
FCX vs GLDM
+212.7%
+111.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +4.0% |
| 7D | -0.8% | -2.0% | +1.2% | +0.8% |
| 30D | -15.1% | -4.4% | -10.6% | -11.8% |
| 3M | -9.6% | -8.8% | -0.8% | -2.4% |
| 6M | -3.1% | -15.9% | +12.8% | +11.9% |
| YTD | +23.4% | -7.7% | +31.1% | +33.2% |
| 1Y | +52.7% | -3.6% | +56.3% | +59.8% |
| 3Y | +91.4% | +105.2% | -13.8% | +15.8% |
| 5Y | +62.7% | +112.8% | -50.0% | -5.5% |
| All | +324.2% | +212.7% | +111.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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