+223.5%
FCX vs GRAB
-74.3%
+297.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.3% | -10.8% | +8.5% | -0.3% |
| 30D | +2.7% | -15.5% | +18.2% | +5.7% |
| 3M | +7.4% | -9.0% | +16.3% | +8.7% |
| 6M | +16.0% | -21.6% | +37.6% | +21.0% |
| YTD | +40.9% | -38.9% | +79.8% | +53.1% |
| 1Y | +56.4% | -44.8% | +101.3% | +72.7% |
| 3Y | +84.2% | -18.4% | +102.7% | +87.4% |
| 5Y | +114.6% | -71.6% | +186.2% | +132.8% |
| All | +223.5% | -74.3% | +297.9% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling