+83.9%
FCX vs GPC
+0.2%
+83.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -14.7% | -6.3% | -8.4% | -13.3% |
| 3M | -11.2% | -8.2% | -3.0% | -9.3% |
| 6M | -11.4% | +27.1% | -38.5% | -18.6% |
| YTD | +17.7% | +3.1% | +14.6% | +13.6% |
| 1Y | +47.5% | +0.1% | +47.4% | +43.6% |
| 3Y | +83.9% | +0.2% | +83.7% | +67.7% |
| All | +83.9% | +0.2% | +83.7% | +67.7% |
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