+158.4%
GDX vs FCX
+239.1%
-80.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | -2.1% | -14.7% | +12.6% | +3.9% |
| 3M | -7.5% | -11.2% | +3.7% | -3.3% |
| 6M | -15.2% | -11.4% | -3.8% | -11.0% |
| YTD | -4.8% | +17.7% | -22.5% | -9.7% |
| 1Y | +6.7% | +47.5% | -40.8% | -6.6% |
| 3Y | +212.7% | +83.9% | +128.9% | +143.3% |
| 5Y | +151.7% | +54.0% | +97.7% | +101.1% |
| 10Y | +330.3% | +372.9% | -42.5% | +80.2% |
| All | +158.4% | +239.1% | -80.7% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling