+213.1%
GLD vs FCX
+689.9%
-476.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.1% |
| 7D | -3.4% | -1.9% | -1.5% | -3.2% |
| 30D | -1.1% | +3.4% | -4.5% | -1.5% |
| 3M | +5.8% | +15.0% | -9.2% | +4.4% |
| 6M | -17.1% | +14.6% | -31.7% | -18.3% |
| YTD | 0.0% | +41.2% | -41.2% | -2.8% |
| 1Y | +18.2% | +60.4% | -42.1% | +13.8% |
| 3Y | +122.6% | +88.4% | +34.1% | +110.9% |
| 5Y | +137.1% | +115.0% | +22.0% | +121.6% |
| All | +213.1% | +689.9% | -476.8% | +176.4% |
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