+138.9%
FCX vs GRMN
+76.7%
+62.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.6% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +10.1% | -11.3% | +21.4% | +16.2% |
| 3M | +20.2% | +17.7% | +2.5% | +9.6% |
| 6M | +29.7% | +14.2% | +15.5% | +20.6% |
| YTD | +51.9% | +37.0% | +14.9% | +29.0% |
| 1Y | +66.0% | +17.0% | +49.0% | +51.0% |
| 3Y | +102.7% | +183.2% | -80.4% | +9.9% |
| 5Y | +138.9% | +77.3% | +61.6% | +43.5% |
| All | +138.9% | +76.7% | +62.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling