+115.0%
FCX vs GM
+84.5%
+30.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.8% | -9.4% | -7.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | +3.4% | -3.4% | +6.8% | +4.8% |
| 3M | +15.0% | +8.7% | +6.3% | +10.1% |
| 6M | +14.6% | +15.4% | -0.8% | +6.7% |
| YTD | +41.2% | +6.6% | +34.6% | +35.5% |
| 1Y | +60.4% | +51.5% | +8.9% | +29.0% |
| 3Y | +88.4% | +169.3% | -80.9% | +8.2% |
| 5Y | +115.0% | +81.6% | +33.5% | +18.0% |
| All | +115.0% | +84.5% | +30.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling