+2,351.6%
FCX vs GRMN
+7,095.1%
-4,743.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.8% |
| 3M | -9.6% | -4.7% | -4.9% | -8.1% |
| 6M | -3.1% | +22.3% | -25.3% | -12.8% |
| YTD | +23.4% | +46.7% | -23.2% | +2.3% |
| 1Y | +52.7% | +49.6% | +3.0% | +25.4% |
| 3Y | +91.4% | +165.3% | -73.9% | +17.9% |
| 5Y | +62.7% | +130.3% | -67.6% | +6.0% |
| 10Y | +395.9% | +658.0% | -262.1% | +104.0% |
| All | +2,351.6% | +7,095.1% | -4,743.5% | +533.9% |
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 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