+331.3%
GLW vs FCX
+89.1%
+242.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.7% |
| 7D | -11.1% | -2.4% | -8.7% | -9.7% |
| 30D | -28.4% | -18.0% | -10.5% | -21.0% |
| 3M | -28.8% | -14.3% | -14.5% | -23.1% |
| 6M | -39.8% | -1.7% | -38.1% | -38.2% |
| YTD | +28.7% | +19.8% | +8.9% | +24.7% |
| 1Y | +27.7% | +48.6% | -20.9% | +16.6% |
| 3Y | +331.3% | +85.8% | +245.5% | +249.7% |
| All | +331.3% | +89.1% | +242.2% | +249.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling