+2,854.5%
FCX vs GPN
+2,520.1%
+334.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +7.0% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | +10.1% | +3.8% | +6.2% | +7.5% |
| 3M | +20.2% | +39.2% | -19.0% | +0.1% |
| 6M | +29.7% | +17.9% | +11.8% | +16.8% |
| YTD | +51.9% | +16.4% | +35.6% | +35.1% |
| 1Y | +66.0% | +3.6% | +62.3% | +55.2% |
| 3Y | +102.7% | -26.7% | +129.4% | +116.4% |
| 5Y | +138.9% | -44.8% | +183.6% | +183.8% |
| 10Y | +701.1% | +24.1% | +676.9% | +537.3% |
| All | +2,854.5% | +2,520.1% | +334.3% | +545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling