+105.1%
FCX vs GTLB
-49.8%
+154.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.8% |
| 7D | -1.9% | -4.1% | +2.2% | -1.4% |
| 30D | +3.4% | +12.3% | -8.9% | +1.6% |
| 3M | +15.0% | +65.9% | -50.9% | +7.0% |
| 6M | +14.6% | +104.0% | -89.3% | +2.7% |
| YTD | +41.2% | +26.0% | +15.2% | +34.6% |
| 1Y | +60.4% | -3.5% | +63.9% | +58.5% |
| 3Y | +88.4% | -9.6% | +98.1% | +81.6% |
| All | +105.1% | -49.8% | +154.9% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling