+62.7%
FCX vs GRMN
+126.9%
-64.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.2% |
| 7D | -0.8% | +1.7% | -2.4% | -1.4% |
| 30D | -15.1% | +10.2% | -25.2% | -18.9% |
| 3M | -9.6% | -4.7% | -4.9% | -8.0% |
| 6M | -3.1% | +22.3% | -25.3% | -13.4% |
| YTD | +23.4% | +46.7% | -23.2% | +0.9% |
| 1Y | +52.7% | +49.6% | +3.0% | +23.6% |
| 3Y | +91.4% | +165.3% | -73.9% | +7.3% |
| 5Y | +62.7% | +130.3% | -67.6% | -3.9% |
| All | +62.7% | +126.9% | -64.2% | -3.9% |
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