+0.3%
GLD vs FCX
+54.2%
-53.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.1% |
| 7D | +4.9% | -1.0% | +6.0% | +5.1% |
| 30D | -1.3% | -15.2% | +13.9% | +4.6% |
| 3M | -4.8% | -10.3% | +5.5% | -1.6% |
| 6M | -12.5% | +1.6% | -14.1% | -14.6% |
| YTD | -4.2% | +23.9% | -28.1% | -14.0% |
| All | +0.3% | +54.2% | -53.9% | -14.0% |
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