+2,691.0%
GLW vs FCX
+1,056.8%
+1,634.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | +3.8% | -4.9% | +8.6% | +5.1% |
| 30D | -1.3% | +4.8% | -6.2% | -2.8% |
| 3M | -21.8% | +4.6% | -26.4% | -22.6% |
| 6M | +6.9% | +10.8% | -3.9% | +4.7% |
| YTD | +77.2% | +44.2% | +32.9% | +62.0% |
| 1Y | +123.2% | +59.6% | +63.7% | +97.6% |
| 3Y | +400.0% | +82.2% | +317.7% | +315.2% |
| 5Y | +342.8% | +115.6% | +227.2% | +238.4% |
| 10Y | +771.4% | +670.6% | +100.8% | +335.6% |
| All | +2,691.0% | +1,056.8% | +1,634.2% | +948.7% |
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 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