+84.2%
FCX vs GWRE
+50.1%
+34.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.3% | -13.2% | +11.0% | -0.8% |
| 30D | +2.7% | -18.6% | +21.3% | +4.3% |
| 3M | +7.4% | +18.9% | -11.5% | +2.1% |
| 6M | +16.0% | -11.0% | +27.0% | +16.0% |
| YTD | +40.9% | -29.9% | +70.8% | +49.5% |
| 1Y | +56.4% | -44.3% | +100.8% | +77.4% |
| 3Y | +84.2% | +51.7% | +32.5% | +49.3% |
| All | +84.2% | +50.1% | +34.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling