+1,015.5%
FCX vs GPC
+1,409.4%
-393.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -4.9% | +1.2% | -6.1% | -5.6% |
| 30D | +4.8% | +6.0% | -1.2% | +0.7% |
| 3M | +4.6% | +42.6% | -38.0% | -19.9% |
| 6M | +10.8% | +22.8% | -11.9% | -6.1% |
| YTD | +44.2% | +15.5% | +28.8% | +25.2% |
| 1Y | +59.6% | +2.0% | +57.5% | +50.6% |
| 3Y | +82.2% | -1.4% | +83.7% | +64.1% |
| 5Y | +115.6% | +30.6% | +85.0% | +53.8% |
| 10Y | +670.6% | +80.6% | +589.9% | +325.7% |
| All | +1,015.5% | +1,409.4% | -393.9% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling