+102.7%
FCX vs GSK
+53.4%
+49.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.1% | +5.8% |
| 7D | +5.7% | -4.2% | +9.9% | +6.5% |
| 30D | +10.1% | -7.5% | +17.6% | +11.5% |
| 3M | +20.2% | -3.3% | +23.5% | +20.6% |
| 6M | +29.7% | -9.3% | +39.0% | +31.9% |
| YTD | +51.9% | +1.6% | +50.3% | +51.1% |
| 1Y | +66.0% | +25.5% | +40.5% | +58.8% |
| 3Y | +102.7% | +49.3% | +53.5% | +82.2% |
| All | +102.7% | +53.4% | +49.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling