+233.4%
GLW vs FCX
+65.7%
+167.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.0% |
| 7D | -11.1% | -2.4% | -8.7% | -9.9% |
| 30D | -28.4% | -18.0% | -10.5% | -22.2% |
| 3M | -28.8% | -14.3% | -14.5% | -24.0% |
| 6M | -39.8% | -1.7% | -38.1% | -38.4% |
| YTD | +28.7% | +19.8% | +8.9% | +24.5% |
| 1Y | +27.7% | +48.6% | -20.9% | +16.2% |
| 3Y | +331.3% | +85.8% | +245.5% | +250.1% |
| 5Y | +233.4% | +72.2% | +161.2% | +167.4% |
| All | +233.4% | +65.7% | +167.8% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling