+213.5%
GDX vs FCX
+86.6%
+126.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.5% |
| 7D | -4.6% | +4.4% | -9.0% | -6.7% |
| 30D | -6.2% | -16.3% | +10.2% | +3.1% |
| 3M | -10.0% | -12.5% | +2.5% | -3.5% |
| 6M | -15.8% | -8.0% | -7.7% | -11.9% |
| YTD | -4.6% | +20.1% | -24.7% | -11.0% |
| 1Y | +4.0% | +45.9% | -41.9% | -10.2% |
| All | +213.5% | +86.6% | +126.9% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling