+111.5%
FCX vs GM
+223.0%
-111.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.0% |
| 7D | +3.1% | -1.1% | +4.2% | +3.6% |
| 30D | +8.1% | -4.6% | +12.7% | +11.1% |
| 3M | +18.9% | +0.2% | +18.7% | +18.2% |
| 6M | +26.6% | +12.6% | +14.0% | +16.5% |
| YTD | +51.2% | +3.7% | +47.5% | +45.3% |
| 1Y | +75.6% | +45.6% | +29.9% | +32.7% |
| 3Y | +101.7% | +162.0% | -60.3% | -3.7% |
| 5Y | +134.6% | +80.5% | +54.2% | +35.3% |
| 10Y | +724.1% | +231.3% | +492.8% | +179.1% |
| All | +111.5% | +223.0% | -111.6% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling