+373.5%
FCX vs GSK
+105.0%
+268.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | -14.7% | +6.3% | -21.1% | -17.4% |
| 3M | -11.2% | +1.8% | -13.0% | -12.5% |
| 6M | -11.4% | +1.7% | -13.0% | -13.3% |
| YTD | +17.7% | +6.5% | +11.2% | +11.5% |
| 1Y | +47.5% | +9.5% | +38.0% | +37.6% |
| 3Y | +83.9% | +65.3% | +18.6% | +27.8% |
| 5Y | +54.0% | +43.7% | +10.2% | +14.6% |
| All | +373.5% | +105.0% | +268.6% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling