+75.5%
FDX vs GAP
-3.2%
+78.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | -1.4% | +9.3% | -10.7% | -3.4% |
| 3M | -4.5% | +6.1% | -10.6% | -5.9% |
| 6M | +9.4% | -2.3% | +11.7% | +9.1% |
| YTD | +36.0% | -10.6% | +46.6% | +38.6% |
| 1Y | +75.5% | -4.4% | +79.9% | +70.2% |
| All | +75.5% | -3.2% | +78.7% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling