+60.3%
FCX vs GWRE
-24.5%
+84.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +1.7% |
| 7D | -6.0% | +2.2% | -8.2% | -5.9% |
| 30D | -13.6% | +4.5% | -18.1% | -13.4% |
| 3M | -6.8% | +6.4% | -13.2% | -6.1% |
| 6M | +13.2% | +18.8% | -5.7% | +16.0% |
| YTD | +24.4% | -15.1% | +39.5% | +39.8% |
| 1Y | +60.3% | -23.4% | +83.7% | +93.1% |
| All | +60.3% | -24.5% | +84.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling