+701.1%
FCX vs GPC
+79.8%
+621.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.3% | +7.2% |
| 7D | +5.7% | +0.2% | +5.5% | +5.4% |
| 30D | +10.1% | -0.4% | +10.4% | +10.1% |
| 3M | +20.2% | +39.2% | -19.0% | -5.7% |
| 6M | +29.7% | +18.2% | +11.4% | +13.4% |
| YTD | +51.9% | +12.1% | +39.8% | +34.9% |
| 1Y | +66.0% | -0.7% | +66.6% | +59.9% |
| 3Y | +102.7% | -1.7% | +104.4% | +82.5% |
| 5Y | +138.9% | +29.3% | +109.6% | +64.1% |
| 10Y | +701.1% | +80.7% | +620.4% | +311.2% |
| All | +701.1% | +79.8% | +621.2% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling