+66.0%
FCX vs GPC
-0.1%
+66.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.3% | +6.0% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +10.1% | -0.4% | +10.4% | +10.0% |
| 3M | +20.2% | +39.2% | -19.0% | +7.5% |
| 6M | +29.7% | +18.2% | +11.4% | +19.7% |
| YTD | +51.9% | +12.1% | +39.8% | +39.3% |
| 1Y | +66.0% | -0.7% | +66.6% | +58.9% |
| All | +66.0% | -0.1% | +66.1% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling