+59.6%
FCX vs GRMN
+18.2%
+41.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | +4.8% | -8.4% | +13.2% | +7.7% |
| 3M | +4.6% | +15.0% | -10.4% | -1.4% |
| 6M | +10.8% | +11.2% | -0.4% | +6.0% |
| YTD | +44.2% | +37.7% | +6.5% | +29.6% |
| 1Y | +59.6% | +18.5% | +41.1% | +39.9% |
| All | +59.6% | +18.2% | +41.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling