+383.2%
FCX vs GME
+470.0%
-86.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +4.4% | +6.0% | -1.6% | +4.1% |
| 30D | -16.3% | -5.9% | -10.5% | -16.1% |
| 3M | -12.5% | +38.2% | -50.7% | -13.9% |
| 6M | -8.0% | +14.5% | -22.6% | -8.8% |
| YTD | +20.1% | +27.6% | -7.5% | +18.4% |
| 1Y | +45.9% | +19.9% | +26.0% | +44.2% |
| 3Y | +86.2% | +104.3% | -18.1% | +71.1% |
| 5Y | +57.1% | -49.3% | +106.4% | +49.1% |
| All | +383.2% | +470.0% | -86.7% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling