+739.4%
GLD vs FCX
+399.5%
+339.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +4.7% | -4.9% | +9.6% | +5.2% |
| 30D | -0.9% | -17.1% | +16.2% | +1.0% |
| 3M | -4.4% | -12.7% | +8.3% | -3.2% |
| 6M | -13.6% | -2.0% | -11.6% | -13.6% |
| YTD | -6.0% | +18.1% | -24.1% | -7.8% |
| 1Y | +1.8% | +55.2% | -53.4% | -2.7% |
| 3Y | +103.2% | +74.3% | +28.8% | +89.7% |
| 5Y | +119.3% | +71.9% | +47.4% | +101.6% |
| 10Y | +199.5% | +498.4% | -298.9% | +129.8% |
| All | +739.4% | +399.5% | +339.9% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling