+867.9%
GLW vs FCX
+707.6%
+160.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +16.9% | +3.1% | +13.8% | +15.7% |
| 30D | +7.0% | +8.1% | -1.1% | +3.9% |
| 3M | -3.0% | +18.9% | -21.9% | -8.5% |
| 6M | +31.0% | +26.6% | +4.4% | +21.6% |
| YTD | +93.4% | +51.2% | +42.3% | +70.1% |
| 1Y | +134.7% | +75.6% | +59.2% | +95.7% |
| 3Y | +471.8% | +101.7% | +370.1% | +337.9% |
| 5Y | +394.5% | +134.6% | +259.8% | +241.8% |
| 10Y | +867.9% | +724.2% | +143.8% | +306.2% |
| All | +867.9% | +707.6% | +160.3% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling