+84.2%
FCX vs GNRC
+61.6%
+22.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +2.7% | -15.7% | +18.4% | +9.0% |
| 3M | +7.4% | -27.3% | +34.7% | +19.3% |
| 6M | +16.0% | -12.1% | +28.1% | +19.6% |
| YTD | +40.9% | +37.1% | +3.8% | +23.1% |
| 1Y | +56.4% | -0.5% | +56.9% | +51.6% |
| 3Y | +84.2% | +61.5% | +22.7% | +49.6% |
| All | +84.2% | +61.6% | +22.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling