+430.7%
FCX vs GPC
+93.7%
+336.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +3.4% |
| 7D | -1.0% | +0.8% | -1.9% | -1.5% |
| 30D | -15.2% | -1.1% | -14.2% | -15.0% |
| 3M | -10.3% | -6.6% | -3.6% | -6.9% |
| 6M | +1.6% | +22.2% | -20.7% | -13.7% |
| YTD | +23.9% | +5.1% | +18.8% | +14.2% |
| 1Y | +58.0% | +2.8% | +55.2% | +47.6% |
| 3Y | +94.6% | +2.4% | +92.2% | +68.9% |
| 5Y | +70.4% | +7.8% | +62.6% | +34.8% |
| 10Y | +430.7% | +87.2% | +343.4% | +156.5% |
| All | +430.7% | +93.7% | +336.9% | +156.5% |
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