+132.5%
GOOGL vs FCX
+136.7%
-4.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.9% | +3.1% | -5.0% | -2.6% |
| 30D | -7.5% | +8.1% | -15.6% | -9.3% |
| 3M | -9.2% | +18.9% | -28.1% | -13.3% |
| 6M | +8.1% | +26.6% | -18.5% | +0.5% |
| YTD | +5.8% | +51.2% | -45.3% | -6.4% |
| 1Y | +38.3% | +75.6% | -37.2% | +16.8% |
| 3Y | +144.8% | +101.7% | +43.0% | +91.9% |
| 5Y | +132.5% | +134.6% | -2.1% | +75.2% |
| All | +132.5% | +136.7% | -4.1% | +75.2% |
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