+1,015.5%
FCX vs GSK
+702.5%
+313.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +1.1% |
| 7D | -4.9% | -1.8% | -3.0% | -4.1% |
| 30D | +4.8% | -2.2% | +7.0% | +5.8% |
| 3M | +4.6% | -1.8% | +6.4% | +4.9% |
| 6M | +10.8% | -10.6% | +21.4% | +16.2% |
| YTD | +44.2% | +4.4% | +39.8% | +39.4% |
| 1Y | +59.6% | +30.4% | +29.2% | +38.0% |
| 3Y | +82.2% | +60.1% | +22.2% | +37.4% |
| 5Y | +115.6% | +46.8% | +68.8% | +67.8% |
| 10Y | +670.6% | +79.2% | +591.3% | +446.2% |
| All | +1,015.5% | +702.5% | +313.0% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling