+3.6%
GOOG vs FCX
+58.1%
-54.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.1% |
| 7D | -10.7% | -6.0% | -4.7% | -10.0% |
| 30D | -16.4% | -13.6% | -2.9% | -14.8% |
| 3M | -23.4% | -6.8% | -16.6% | -22.8% |
| 6M | -24.2% | +13.2% | -37.4% | -26.5% |
| YTD | -8.3% | +24.4% | -32.7% | -13.4% |
| 1Y | +3.6% | +60.3% | -56.7% | -8.4% |
| All | +3.6% | +58.1% | -54.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling