+2.8%
GLD vs FCX
+58.1%
-55.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.2% |
| 7D | -0.3% | -6.0% | +5.7% | +2.1% |
| 30D | -1.9% | -13.6% | +11.7% | +3.5% |
| 3M | -0.4% | -6.8% | +6.3% | +1.6% |
| 6M | -10.2% | +13.2% | -23.3% | -16.0% |
| YTD | -6.0% | +24.4% | -30.4% | -15.3% |
| 1Y | +2.8% | +60.3% | -57.5% | -12.8% |
| All | +2.8% | +58.1% | -55.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling