+373.5%
FCX vs GRMN
+628.7%
-255.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -0.3% | -0.9% | +0.6% | +0.4% |
| 30D | -14.7% | +1.2% | -15.9% | -15.6% |
| 3M | -11.2% | -8.9% | -2.3% | -6.4% |
| 6M | -11.4% | +23.0% | -34.4% | -24.8% |
| YTD | +17.7% | +41.2% | -23.5% | -9.5% |
| 1Y | +47.5% | +47.5% | 0.0% | +10.1% |
| 3Y | +83.9% | +155.8% | -71.9% | -17.8% |
| 5Y | +54.0% | +120.2% | -66.2% | -23.5% |
| All | +373.5% | +628.7% | -255.2% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling