+1,015.5%
FCX vs GWW
+7,129.6%
-6,114.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -4.9% | +1.4% | -6.3% | -5.7% |
| 30D | +4.8% | +3.3% | +1.5% | +2.7% |
| 3M | +4.6% | +2.9% | +1.7% | +1.9% |
| 6M | +10.8% | +15.8% | -5.0% | +0.9% |
| YTD | +44.2% | +32.0% | +12.2% | +21.1% |
| 1Y | +59.6% | +29.9% | +29.7% | +35.4% |
| 3Y | +82.2% | +91.1% | -8.8% | +20.0% |
| 5Y | +115.6% | +223.9% | -108.3% | +0.7% |
| 10Y | +670.6% | +567.0% | +103.5% | +131.9% |
| All | +1,015.5% | +7,129.6% | -6,114.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling