+123.2%
GLW vs FCX
+60.8%
+62.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.5% |
| 7D | +3.8% | -4.9% | +8.6% | +7.1% |
| 30D | -1.3% | +4.8% | -6.2% | -5.2% |
| 3M | -21.8% | +4.6% | -26.4% | -24.7% |
| 6M | +6.9% | +10.8% | -3.9% | -2.7% |
| YTD | +77.2% | +44.2% | +32.9% | +47.8% |
| 1Y | +123.2% | +59.6% | +63.7% | +77.3% |
| All | +123.2% | +60.8% | +62.5% | +77.3% |
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