-13.6%
GLD vs FCX
-1.5%
-12.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.6% |
| 7D | +4.7% | -4.9% | +9.6% | +6.2% |
| 30D | -0.9% | -17.1% | +16.2% | +5.0% |
| 3M | -4.4% | -12.7% | +8.3% | -0.8% |
| 6M | -13.6% | -2.0% | -11.6% | -12.8% |
| All | -13.6% | -1.5% | -12.0% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling