+47.5%
FCX vs GWW
+59.1%
-11.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.3% | +3.6% | -3.9% | -1.4% |
| 30D | -14.7% | +12.1% | -26.8% | -17.7% |
| 3M | -11.2% | +12.9% | -24.1% | -14.5% |
| 6M | -11.4% | +19.3% | -30.7% | -18.6% |
| YTD | +17.7% | +48.7% | -31.0% | -3.3% |
| 1Y | +47.5% | +60.5% | -13.0% | +16.2% |
| All | +47.5% | +59.1% | -11.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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