+109.4%
FCX vs GTLB
-47.1%
+156.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | -4.9% | +11.1% | -15.9% | -6.2% |
| 30D | +4.8% | +37.8% | -33.0% | +0.3% |
| 3M | +4.6% | +61.6% | -57.0% | -2.2% |
| 6M | +10.8% | +98.9% | -88.1% | -0.3% |
| YTD | +44.2% | +32.8% | +11.4% | +36.7% |
| 1Y | +59.6% | +14.7% | +44.9% | +53.9% |
| 3Y | +82.2% | +1.3% | +80.9% | +73.2% |
| All | +109.4% | -47.1% | +156.6% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling