+212.2%
GLD vs FCX
+437.2%
-225.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.4% |
| 7D | +4.9% | -1.0% | +6.0% | +5.0% |
| 30D | -1.3% | -15.2% | +13.9% | +0.2% |
| 3M | -4.8% | -10.3% | +5.5% | -3.9% |
| 6M | -12.5% | +1.6% | -14.1% | -12.8% |
| YTD | -4.2% | +23.9% | -28.1% | -5.8% |
| 1Y | +3.0% | +58.0% | -55.0% | -0.3% |
| 3Y | +109.1% | +94.6% | +14.5% | +98.9% |
| 5Y | +121.6% | +70.4% | +51.2% | +110.3% |
| 10Y | +212.2% | +430.7% | -218.4% | +187.4% |
| All | +212.2% | +437.2% | -225.0% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling