+140.0%
GLD vs FCX
+136.7%
+3.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.4% |
| 30D | +0.2% | +8.1% | -7.9% | -1.1% |
| 3M | +3.2% | +18.9% | -15.7% | +0.2% |
| 6M | -14.6% | +26.6% | -41.2% | -18.2% |
| YTD | +1.8% | +51.2% | -49.4% | -4.4% |
| 1Y | +20.7% | +75.6% | -54.8% | +11.1% |
| 3Y | +126.5% | +101.7% | +24.8% | +103.4% |
| 5Y | +140.0% | +134.6% | +5.4% | +111.4% |
| All | +140.0% | +136.7% | +3.4% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling