+119.5%
FCX vs GTLB
-50.8%
+170.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +3.1% | -6.6% | +9.7% | +3.9% |
| 30D | +8.1% | +13.7% | -5.6% | +6.0% |
| 3M | +18.9% | +52.9% | -34.0% | +11.9% |
| 6M | +26.6% | +88.5% | -61.9% | +14.6% |
| YTD | +51.2% | +23.4% | +27.7% | +44.5% |
| 1Y | +75.6% | -3.8% | +79.4% | +73.5% |
| 3Y | +101.7% | -11.5% | +113.2% | +95.0% |
| All | +119.5% | -50.8% | +170.4% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling