+2,285.7%
FCX vs GRMN
+6,905.4%
-4,619.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.5% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | -16.3% | +3.5% | -19.9% | -17.8% |
| 3M | -12.5% | -7.3% | -5.2% | -9.9% |
| 6M | -8.0% | +21.8% | -29.8% | -17.1% |
| YTD | +20.1% | +42.8% | -22.7% | +0.7% |
| 1Y | +45.9% | +46.5% | -0.5% | +21.0% |
| 3Y | +86.2% | +158.3% | -72.0% | +16.1% |
| 5Y | +57.1% | +122.6% | -65.5% | +3.8% |
| 10Y | +382.5% | +638.0% | -255.5% | +100.9% |
| All | +2,285.7% | +6,905.4% | -4,619.7% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling