+19.4%
GLD vs FCX
+66.4%
-47.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.1% | -3.4% |
| 7D | +0.7% | +5.7% | -5.0% | -1.1% |
| 30D | +0.3% | +10.1% | -9.7% | -2.9% |
| 3M | +0.6% | +20.2% | -19.6% | -5.6% |
| 6M | -15.6% | +29.7% | -45.3% | -23.7% |
| YTD | +0.9% | +51.9% | -51.1% | -10.8% |
| 1Y | +19.4% | +66.0% | -46.6% | +2.9% |
| All | +19.4% | +66.4% | -47.1% | +2.9% |
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