+130.2%
FCX vs GWW
+221.6%
-91.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +8.1% | -1.4% | +9.5% | +8.6% |
| 3M | +18.9% | -3.6% | +22.6% | +20.0% |
| 6M | +26.6% | +15.1% | +11.5% | +16.9% |
| YTD | +51.2% | +27.5% | +23.7% | +32.8% |
| 1Y | +75.6% | +29.6% | +45.9% | +53.2% |
| 3Y | +101.7% | +90.1% | +11.6% | +42.5% |
| All | +130.2% | +221.6% | -91.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling