+102.7%
FCX vs GTLB
-8.4%
+111.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.4% | +10.7% | +6.0% |
| 7D | +5.7% | +4.6% | +1.2% | +5.0% |
| 30D | +10.1% | +21.0% | -10.9% | +7.2% |
| 3M | +20.2% | +51.7% | -31.5% | +13.3% |
| 6M | +29.7% | +89.3% | -59.6% | +17.1% |
| YTD | +51.9% | +25.6% | +26.3% | +46.7% |
| 1Y | +66.0% | -1.5% | +67.5% | +67.5% |
| 3Y | +102.7% | -9.9% | +112.7% | +97.5% |
| All | +102.7% | -8.4% | +111.2% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling