+214.2%
GDX vs FCX
+315.4%
-101.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.4% | -4.9% | +4.5% | +1.5% |
| 30D | +18.6% | +4.8% | +13.8% | +16.6% |
| 3M | +14.9% | +4.6% | +10.3% | +13.3% |
| 6M | -6.3% | +10.8% | -17.1% | -9.6% |
| YTD | +15.7% | +44.2% | -28.5% | +1.8% |
| 1Y | +54.8% | +59.6% | -4.7% | +30.2% |
| 3Y | +253.4% | +82.2% | +171.2% | +174.6% |
| 5Y | +219.7% | +115.6% | +104.0% | +123.3% |
| 10Y | +300.2% | +670.6% | -370.3% | +36.4% |
| All | +214.2% | +315.4% | -101.2% | -21.2% |
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 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