+295.4%
FCX vs GLDM
+221.7%
+73.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.4% | -8.2% |
| 7D | -12.5% | +1.9% | -14.3% | -13.8% |
| 30D | -20.0% | -1.7% | -18.3% | -18.9% |
| 3M | -16.4% | -3.5% | -12.8% | -13.8% |
| 6M | +0.8% | -10.1% | +10.9% | +10.5% |
| YTD | +15.1% | -5.0% | +20.1% | +21.3% |
| 1Y | +45.3% | +2.8% | +42.6% | +44.8% |
| 3Y | +70.9% | +105.1% | -34.2% | +3.0% |
| 5Y | +67.5% | +124.3% | -56.8% | -6.1% |
| All | +295.4% | +221.7% | +73.7% | +69.8% |
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