+72.2%
FCX vs GSK
+44.6%
+27.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.4% | +5.2% | -7.6% | -3.7% |
| 30D | -18.0% | +10.2% | -28.2% | -20.4% |
| 3M | -14.3% | -0.9% | -13.4% | -14.3% |
| 6M | -1.7% | +3.5% | -5.2% | -3.4% |
| YTD | +19.8% | +7.2% | +12.6% | +16.1% |
| 1Y | +48.6% | +12.0% | +36.6% | +41.9% |
| 3Y | +85.8% | +67.3% | +18.5% | +45.4% |
| 5Y | +72.2% | +45.3% | +27.0% | +34.9% |
| All | +72.2% | +44.6% | +27.7% | +34.9% |
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