+259.7%
GDX vs FCX
+101.5%
+158.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -3.6% |
| 7D | +4.0% | +5.7% | -1.8% | +0.8% |
| 30D | +9.5% | +10.1% | -0.6% | +4.0% |
| 3M | +25.1% | +20.2% | +4.9% | +13.8% |
| 6M | -2.9% | +29.7% | -32.6% | -15.2% |
| YTD | +14.7% | +51.9% | -37.2% | -5.4% |
| 1Y | +47.4% | +66.0% | -18.6% | +16.2% |
| 3Y | +259.7% | +102.7% | +156.9% | +156.2% |
| All | +259.7% | +101.5% | +158.2% | +156.2% |
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