+296.0%
GDX vs FCX
+688.3%
-392.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +6.8% | +2.7% | +4.1% | +5.9% |
| 3M | +24.9% | +7.4% | +17.5% | +22.4% |
| 6M | -4.2% | +16.0% | -20.2% | -8.2% |
| YTD | +13.2% | +40.9% | -27.7% | +3.2% |
| 1Y | +40.2% | +56.4% | -16.2% | +23.6% |
| 3Y | +249.6% | +84.2% | +165.4% | +189.9% |
| 5Y | +230.4% | +114.6% | +115.8% | +159.0% |
| All | +296.0% | +688.3% | -392.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling