+60.3%
FCX vs GM
+37.1%
+23.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -0.4% |
| 7D | -6.0% | +12.1% | -18.1% | -10.1% |
| 30D | -13.6% | +15.2% | -28.8% | -18.4% |
| 3M | -6.8% | +4.9% | -11.7% | -8.6% |
| 6M | +13.2% | +22.6% | -9.5% | +0.9% |
| YTD | +24.4% | +14.4% | +10.0% | +12.4% |
| 1Y | +60.3% | +39.4% | +20.9% | +24.8% |
| All | +60.3% | +37.1% | +23.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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