+311.8%
FCX vs GLDM
+216.5%
+95.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.1% |
| 7D | -2.4% | +2.9% | -5.2% | -4.7% |
| 30D | -18.0% | -3.9% | -14.1% | -15.2% |
| 3M | -14.3% | -8.1% | -6.1% | -8.0% |
| 6M | -1.7% | -14.7% | +13.0% | +12.2% |
| YTD | +19.8% | -6.6% | +26.4% | +28.1% |
| 1Y | +48.6% | -2.1% | +50.7% | +53.7% |
| 3Y | +85.8% | +107.7% | -21.9% | +11.4% |
| 5Y | +72.2% | +116.5% | -44.2% | -1.2% |
| All | +311.8% | +216.5% | +95.4% | +79.3% |
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