+160.0%
GS vs FCX
+70.1%
+89.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.9% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | +3.7% | -15.1% | +18.7% | +9.1% |
| 3M | -10.0% | -9.6% | -0.4% | -7.5% |
| 6M | -1.0% | -3.1% | +2.1% | -0.9% |
| YTD | +7.0% | +23.4% | -16.5% | -1.9% |
| 1Y | +16.6% | +52.7% | -36.0% | +0.2% |
| 3Y | +204.4% | +91.4% | +113.0% | +132.5% |
| 5Y | +160.0% | +62.7% | +97.3% | +95.0% |
| All | +160.0% | +70.1% | +89.9% | +95.0% |
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 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