+84.6%
FCX vs GPN
-27.4%
+112.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.3% | -7.0% |
| 7D | -1.9% | -3.5% | +1.6% | -1.0% |
| 30D | +3.4% | +3.1% | +0.3% | +2.3% |
| 3M | +15.0% | +42.3% | -27.3% | +2.9% |
| 6M | +14.6% | +20.9% | -6.2% | +7.3% |
| YTD | +41.2% | +15.2% | +26.0% | +33.2% |
| 1Y | +60.4% | +5.4% | +54.9% | +55.1% |
| All | +84.6% | -27.4% | +112.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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