+48.2%
FCX vs GLDM
-2.5%
+50.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -0.5% |
| 7D | -2.4% | +2.9% | -5.2% | -5.3% |
| 30D | -18.0% | -3.9% | -14.1% | -14.5% |
| 3M | -14.3% | -8.1% | -6.1% | -6.4% |
| 6M | -1.7% | -14.7% | +13.0% | +15.3% |
| YTD | +19.8% | -6.6% | +26.4% | +24.4% |
| All | +48.2% | -2.5% | +50.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling