+185.8%
GS vs FCX
+73.6%
+112.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | -3.2% | -4.9% | +1.7% | -1.5% |
| 30D | -2.4% | -17.1% | +14.7% | +3.8% |
| 3M | -15.7% | -12.7% | -3.1% | -12.3% |
| 6M | -6.8% | -2.0% | -4.8% | -7.0% |
| YTD | -0.1% | +18.1% | -18.1% | -7.4% |
| 1Y | +12.1% | +55.2% | -43.1% | -4.8% |
| 3Y | +185.8% | +74.3% | +111.5% | +117.8% |
| All | +185.8% | +73.6% | +112.1% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling