+71.7%
FCX vs GRMN
+16.1%
+55.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +3.1% | -1.4% | +4.5% | +3.6% |
| 30D | +8.1% | -13.1% | +21.2% | +12.9% |
| 3M | +18.9% | +14.9% | +4.0% | +11.6% |
| 6M | +26.6% | +13.1% | +13.5% | +20.4% |
| YTD | +51.2% | +35.3% | +15.9% | +36.6% |
| All | +71.7% | +16.1% | +55.6% | +49.8% |
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 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