+813.3%
FCX vs GPC
+1,242.3%
-429.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.5% |
| 7D | -4.9% | +1.6% | -6.5% | -5.9% |
| 30D | -17.1% | -2.1% | -15.1% | -16.4% |
| 3M | -12.7% | -6.8% | -5.9% | -9.1% |
| 6M | -2.0% | +18.6% | -20.6% | -15.6% |
| YTD | +18.1% | +2.7% | +15.4% | +10.3% |
| 1Y | +55.2% | +1.8% | +53.4% | +45.5% |
| 3Y | +74.3% | +1.1% | +73.3% | +53.3% |
| 5Y | +71.9% | +4.1% | +67.8% | +43.3% |
| 10Y | +498.4% | +88.2% | +410.1% | +218.0% |
| All | +813.3% | +1,242.3% | -429.0% | +116.8% |
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