+1,190.9%
FCX vs GME
+1,495.6%
-304.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.6% |
| 30D | -14.7% | -4.8% | -9.9% | -14.3% |
| 3M | -11.2% | +39.2% | -50.4% | -14.2% |
| 6M | -11.4% | +17.1% | -28.5% | -13.1% |
| YTD | +17.7% | +28.7% | -11.0% | +14.0% |
| 1Y | +47.5% | +23.3% | +24.2% | +43.3% |
| 3Y | +83.9% | +112.9% | -29.0% | +48.8% |
| 5Y | +54.0% | -48.8% | +102.8% | +36.2% |
| 10Y | +372.9% | +478.2% | -105.3% | +5.4% |
| All | +1,190.9% | +1,495.6% | -304.6% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling