+19.7%
GS vs FCX
+58.1%
-38.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.2% | +3.1% |
| 7D | +0.3% | -6.0% | +6.3% | +2.6% |
| 30D | +3.9% | -13.6% | +17.5% | +9.4% |
| 3M | -11.4% | -6.8% | -4.7% | -9.8% |
| 6M | +3.7% | +13.2% | -9.5% | -2.0% |
| YTD | +7.1% | +24.4% | -17.3% | -7.4% |
| 1Y | +19.7% | +60.3% | -40.6% | -10.0% |
| All | +19.7% | +58.1% | -38.4% | -10.0% |
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 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