+115.8%
FCX vs GNRC
-58.7%
+174.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +2.7% | -15.7% | +18.4% | +8.4% |
| 3M | +7.4% | -27.3% | +34.7% | +18.2% |
| 6M | +16.0% | -12.1% | +28.1% | +19.3% |
| YTD | +40.9% | +37.1% | +3.8% | +25.0% |
| 1Y | +56.4% | -0.5% | +56.9% | +52.2% |
| 3Y | +84.2% | +61.5% | +22.7% | +48.6% |
| All | +115.8% | -58.7% | +174.5% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling