+94.6%
FCX vs GPC
+2.3%
+92.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.3% |
| 7D | -1.0% | +0.8% | -1.9% | -1.2% |
| 30D | -15.2% | -1.1% | -14.2% | -15.1% |
| 3M | -10.3% | -6.6% | -3.6% | -8.8% |
| 6M | +1.6% | +22.2% | -20.7% | -5.6% |
| YTD | +23.9% | +5.1% | +18.8% | +18.9% |
| 1Y | +58.0% | +2.8% | +55.2% | +52.7% |
| 3Y | +94.6% | +2.4% | +92.2% | +76.3% |
| All | +94.6% | +2.3% | +92.3% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling