+2,078.9%
GLW vs FCX
+890.2%
+1,188.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +6.6% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | -18.2% | -15.1% | -3.2% | -14.1% |
| 3M | -24.2% | -9.6% | -14.6% | -21.8% |
| 6M | -41.7% | -3.1% | -38.7% | -40.6% |
| YTD | +38.3% | +23.4% | +14.9% | +32.7% |
| 1Y | +38.2% | +52.7% | -14.5% | +25.5% |
| 3Y | +363.4% | +91.4% | +272.0% | +283.5% |
| 5Y | +254.6% | +62.7% | +191.8% | +195.3% |
| 10Y | +562.0% | +395.9% | +166.1% | +274.4% |
| All | +2,078.9% | +890.2% | +1,188.7% | +759.0% |
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