+2,764.1%
FCX vs GRMN
+6,655.2%
-3,891.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | -2.9% | -2.0% | -3.6% |
| 30D | +4.8% | -8.4% | +13.2% | +8.9% |
| 3M | +4.6% | +15.0% | -10.4% | -2.9% |
| 6M | +10.8% | +11.2% | -0.4% | +4.7% |
| YTD | +44.2% | +37.7% | +6.5% | +23.4% |
| 1Y | +59.6% | +18.5% | +41.1% | +45.2% |
| 3Y | +82.2% | +175.8% | -93.6% | +10.5% |
| 5Y | +115.6% | +75.1% | +40.5% | +58.4% |
| 10Y | +670.6% | +637.0% | +33.5% | +223.6% |
| All | +2,764.1% | +6,655.2% | -3,891.1% | +664.7% |
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