+102.7%
FCX vs GRMN
+182.7%
-79.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +10.1% | -11.3% | +21.4% | +15.0% |
| 3M | +20.2% | +17.7% | +2.5% | +11.6% |
| 6M | +29.7% | +14.2% | +15.5% | +22.4% |
| YTD | +51.9% | +37.0% | +14.9% | +33.6% |
| 1Y | +66.0% | +17.0% | +49.0% | +54.0% |
| 3Y | +102.7% | +183.2% | -80.4% | +42.4% |
| All | +102.7% | +182.7% | -79.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling