+643.2%
GEV vs FCX
+75.9%
+567.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +0.7% |
| 7D | +8.1% | +5.7% | +2.4% | +5.3% |
| 30D | -1.9% | +10.1% | -12.0% | -6.7% |
| 3M | +4.1% | +20.2% | -16.1% | -5.3% |
| 6M | +23.2% | +29.7% | -6.5% | +6.4% |
| YTD | +48.9% | +51.9% | -3.0% | +18.4% |
| 1Y | +62.2% | +66.0% | -3.8% | +21.9% |
| All | +643.2% | +75.9% | +567.3% | +410.6% |
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