+175.5%
FDX vs GAP
+34.2%
+141.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.3% | +1.7% | -5.0% | -3.7% |
| 30D | -1.4% | +9.3% | -10.7% | -3.6% |
| 3M | -4.5% | +6.1% | -10.6% | -6.2% |
| 6M | +9.4% | -2.3% | +11.7% | +8.8% |
| YTD | +36.0% | -10.6% | +46.6% | +37.5% |
| 1Y | +75.5% | -4.4% | +79.9% | +73.8% |
| 3Y | +62.8% | +118.3% | -55.5% | +25.0% |
| 5Y | +64.4% | +12.2% | +52.2% | +38.9% |
| 10Y | +175.5% | +33.7% | +141.7% | +98.9% |
| All | +175.5% | +34.2% | +141.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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