-4.6%
GS vs FCX
+2.0%
-6.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.1% | -3.2% |
| 7D | -6.3% | -12.5% | +6.1% | -1.0% |
| 30D | -3.1% | -20.0% | +16.9% | +5.9% |
| 3M | -17.7% | -16.4% | -1.3% | -12.2% |
| 6M | -4.6% | +0.8% | -5.4% | -6.4% |
| All | -4.6% | +2.0% | -6.6% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling