+74.3%
FCX vs GLDM
+104.2%
-29.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.4% |
| 7D | -4.9% | +4.7% | -9.5% | -9.1% |
| 30D | -17.1% | -0.9% | -16.3% | -16.4% |
| 3M | -12.7% | -4.3% | -8.4% | -8.9% |
| 6M | -2.0% | -13.4% | +11.4% | +12.3% |
| YTD | +18.1% | -5.8% | +23.9% | +25.2% |
| 1Y | +55.2% | +2.1% | +53.1% | +53.8% |
| 3Y | +74.3% | +105.0% | -30.7% | -22.4% |
| All | +74.3% | +104.2% | -29.9% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling