+612.2%
FCX vs GRMN
+677.8%
-65.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.9% |
| 7D | -2.3% | +2.4% | -4.7% | -3.9% |
| 30D | +2.7% | -8.5% | +11.1% | +8.5% |
| 3M | +7.4% | +19.5% | -12.1% | -6.8% |
| 6M | +16.0% | +21.2% | -5.2% | +0.2% |
| YTD | +40.9% | +41.0% | -0.1% | +9.0% |
| 1Y | +56.4% | +19.6% | +36.8% | +34.0% |
| 3Y | +84.2% | +183.8% | -99.6% | -24.8% |
| 5Y | +114.6% | +83.0% | +31.6% | +25.1% |
| All | +612.2% | +677.8% | -65.6% | +29.1% |
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