+755.6%
GOOGL vs FCX
+688.3%
+67.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -1.4% | +2.7% | -4.1% | -2.3% |
| 3M | -5.3% | +7.4% | -12.7% | -7.6% |
| 6M | +9.8% | +16.0% | -6.2% | +4.3% |
| YTD | +8.4% | +40.9% | -32.6% | -2.3% |
| 1Y | +41.2% | +56.4% | -15.2% | +23.2% |
| 3Y | +149.6% | +84.2% | +65.4% | +103.1% |
| 5Y | +142.6% | +114.6% | +27.9% | +83.9% |
| All | +755.6% | +688.3% | +67.2% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling