+47.5%
FCX vs GSK
+9.8%
+37.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -14.7% | +6.3% | -21.1% | -15.4% |
| 3M | -11.2% | +1.8% | -13.0% | -11.2% |
| 6M | -11.4% | +1.7% | -13.0% | -11.7% |
| YTD | +17.7% | +6.5% | +11.2% | +17.8% |
| 1Y | +47.5% | +9.5% | +38.0% | +46.2% |
| All | +47.5% | +9.8% | +37.7% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling