+60.3%
FCX vs GNRC
+17.5%
+42.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.5% | +10.9% | +4.5% |
| 7D | -6.0% | -6.0% | 0.0% | -4.4% |
| 30D | -13.6% | -12.0% | -1.6% | -10.2% |
| 3M | -6.8% | -13.4% | +6.6% | -3.0% |
| 6M | +13.2% | -26.4% | +39.5% | +24.5% |
| YTD | +24.4% | +38.8% | -14.4% | +7.1% |
| 1Y | +60.3% | +20.9% | +39.4% | +46.0% |
| All | +60.3% | +17.5% | +42.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling