+448.8%
GS vs FCX
+375.3%
+73.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.5% |
| 7D | +1.6% | -2.4% | +3.9% | +2.4% |
| 30D | +1.7% | -18.0% | +19.6% | +8.6% |
| 3M | -11.6% | -14.3% | +2.7% | -7.4% |
| 6M | -1.9% | -1.7% | -0.2% | -2.3% |
| YTD | +5.1% | +19.8% | -14.8% | -3.4% |
| 1Y | +16.4% | +48.6% | -32.2% | -0.4% |
| 3Y | +199.0% | +85.8% | +113.1% | +125.9% |
| 5Y | +157.4% | +72.2% | +85.2% | +88.8% |
| All | +448.8% | +375.3% | +73.6% | +125.1% |
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