+3,916.3%
FDX vs GAP
+2,175.1%
+1,741.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.8% |
| 7D | -1.6% | -3.8% | +2.1% | -0.8% |
| 30D | +6.6% | -9.0% | +15.6% | +8.9% |
| 3M | -2.1% | +5.5% | -7.5% | -3.9% |
| 6M | +2.2% | -11.1% | +13.2% | +3.6% |
| YTD | +33.9% | -13.6% | +47.5% | +36.1% |
| 1Y | +50.2% | -2.9% | +53.1% | +48.1% |
| 3Y | +65.5% | +69.6% | -4.1% | +33.8% |
| 5Y | +74.1% | +5.4% | +68.7% | +48.3% |
| 10Y | +156.7% | +17.8% | +138.9% | +84.6% |
| All | +3,916.3% | +2,175.1% | +1,741.2% | +1,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling