+159.0%
GDX vs FCX
+246.0%
-87.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.9% |
| 7D | -4.6% | +4.4% | -9.0% | -6.1% |
| 30D | -6.2% | -16.3% | +10.2% | +0.4% |
| 3M | -10.0% | -12.5% | +2.5% | -5.4% |
| 6M | -15.8% | -8.0% | -7.7% | -12.8% |
| YTD | -4.6% | +20.1% | -24.7% | -10.1% |
| 1Y | +4.0% | +45.9% | -41.9% | -8.6% |
| 3Y | +211.1% | +86.2% | +124.8% | +140.8% |
| 5Y | +152.3% | +57.1% | +95.2% | +100.0% |
| 10Y | +331.4% | +382.5% | -51.1% | +79.3% |
| All | +159.0% | +246.0% | -87.0% | -30.4% |
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