+612.2%
FCX vs GME
+285.6%
+326.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.4% |
| 7D | -2.3% | +10.4% | -12.7% | -2.8% |
| 30D | +2.7% | +14.1% | -11.4% | +2.0% |
| 3M | +7.4% | -4.6% | +12.0% | +7.5% |
| 6M | +16.0% | -13.5% | +29.6% | +16.7% |
| YTD | +40.9% | +5.3% | +35.6% | +40.2% |
| 1Y | +56.4% | -14.9% | +71.3% | +57.2% |
| 3Y | +84.2% | +24.3% | +59.9% | +72.9% |
| 5Y | +114.6% | -55.6% | +170.2% | +105.0% |
| All | +612.2% | +285.6% | +326.6% | +273.8% |
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