+187.4%
FCX vs GNRC
+2,077.0%
-1,889.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +3.1% | +3.2% | -0.1% | +1.9% |
| 30D | +8.1% | -9.5% | +17.6% | +12.1% |
| 3M | +18.9% | -28.5% | +47.5% | +34.1% |
| 6M | +26.6% | -10.0% | +36.6% | +29.3% |
| YTD | +51.2% | +36.7% | +14.4% | +29.8% |
| 1Y | +75.6% | +2.6% | +73.0% | +66.8% |
| 3Y | +101.7% | +61.9% | +39.8% | +52.9% |
| 5Y | +134.6% | -59.0% | +193.7% | +179.9% |
| 10Y | +724.2% | +444.8% | +279.4% | +218.7% |
| All | +187.4% | +2,077.0% | -1,889.5% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling