+134.6%
FCX vs GSK
+47.3%
+87.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.1% | -3.6% | +6.7% | +4.2% |
| 30D | +8.1% | -5.9% | +14.0% | +10.0% |
| 3M | +18.9% | -4.3% | +23.2% | +20.0% |
| 6M | +26.6% | -10.8% | +37.4% | +30.7% |
| YTD | +51.2% | +1.8% | +49.4% | +48.9% |
| 1Y | +75.6% | +23.5% | +52.1% | +61.8% |
| 3Y | +101.7% | +49.5% | +52.2% | +65.9% |
| 5Y | +134.6% | +49.7% | +85.0% | +86.6% |
| All | +134.6% | +47.3% | +87.3% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling