+395.6%
FCX vs GLDM
+248.1%
+147.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -4.9% | -0.5% | -4.3% | -4.5% |
| 30D | +4.8% | +4.4% | +0.4% | +1.4% |
| 3M | +4.6% | -1.1% | +5.7% | +6.0% |
| 6M | +10.8% | -13.7% | +24.5% | +25.0% |
| YTD | +44.2% | +2.8% | +41.5% | +42.7% |
| 1Y | +59.6% | +24.8% | +34.7% | +36.9% |
| 3Y | +82.2% | +127.8% | -45.6% | +1.1% |
| 5Y | +115.6% | +141.1% | -25.5% | +13.7% |
| All | +395.6% | +248.1% | +147.4% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling