+71.0%
FCX vs GTLB
-49.4%
+120.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -14.7% | -10.2% | -4.5% | -13.6% |
| 3M | -11.2% | +10.1% | -21.3% | -12.6% |
| 6M | -11.4% | +116.5% | -127.9% | -20.9% |
| YTD | +17.7% | +27.2% | -9.5% | +12.0% |
| 1Y | +47.5% | +8.6% | +38.9% | +43.3% |
| 3Y | +83.9% | +5.6% | +78.3% | +73.8% |
| 5Y | +54.0% | -61.8% | +115.8% | +47.0% |
| All | +71.0% | -49.4% | +120.3% | +60.3% |
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