+1,710.5%
GS vs FCX
+1,209.7%
+500.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.1% | -4.2% |
| 7D | -6.3% | -12.5% | +6.1% | -2.6% |
| 30D | -3.1% | -20.0% | +16.9% | +3.2% |
| 3M | -17.7% | -16.4% | -1.3% | -13.7% |
| 6M | -4.6% | +0.8% | -5.4% | -5.5% |
| YTD | +0.3% | +15.1% | -14.8% | -5.3% |
| 1Y | +11.7% | +45.3% | -33.6% | -1.4% |
| 3Y | +183.6% | +70.9% | +112.6% | +130.7% |
| 5Y | +141.0% | +67.5% | +73.5% | +89.1% |
| 10Y | +507.4% | +483.0% | +24.4% | +200.5% |
| All | +1,710.5% | +1,209.7% | +500.8% | +540.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling