+69.9%
FCX vs GLDM
+105.8%
-36.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.4% | -8.3% |
| 7D | -12.5% | +1.9% | -14.3% | -14.0% |
| 30D | -20.0% | -1.7% | -18.3% | -18.7% |
| 3M | -16.4% | -3.5% | -12.8% | -13.4% |
| 6M | +0.8% | -10.1% | +10.9% | +11.8% |
| YTD | +15.1% | -5.0% | +20.1% | +21.2% |
| 1Y | +45.3% | +2.8% | +42.6% | +43.1% |
| All | +69.9% | +105.8% | -36.0% | -25.0% |
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