+816.6%
GLD vs FCX
+510.1%
+306.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | -4.9% | +4.3% | 0.0% |
| 30D | +4.4% | +4.8% | -0.4% | +3.9% |
| 3M | -1.1% | +4.6% | -5.7% | -1.7% |
| 6M | -13.8% | +10.8% | -24.6% | -15.0% |
| YTD | +2.6% | +44.2% | -41.6% | -1.3% |
| 1Y | +24.5% | +59.6% | -35.1% | +18.3% |
| 3Y | +125.8% | +82.2% | +43.6% | +109.6% |
| 5Y | +137.8% | +115.6% | +22.2% | +113.4% |
| 10Y | +221.4% | +670.6% | -449.2% | +139.8% |
| All | +816.6% | +510.1% | +306.5% | +433.7% |
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