+4,087.3%
FDX vs GAP
+2,258.2%
+1,829.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -2.5% | -4.5% | +1.9% | -1.5% |
| 30D | +3.8% | +9.0% | -5.2% | +1.4% |
| 3M | -1.3% | +5.0% | -6.3% | -3.0% |
| 6M | +5.0% | -17.8% | +22.8% | +8.5% |
| YTD | +39.6% | -10.4% | +50.0% | +41.1% |
| 1Y | +81.1% | -3.4% | +84.5% | +78.7% |
| 3Y | +63.0% | +111.5% | -48.4% | +24.8% |
| 5Y | +65.6% | +8.8% | +56.8% | +39.9% |
| 10Y | +183.4% | +32.9% | +150.5% | +97.7% |
| All | +4,087.3% | +2,258.2% | +1,829.1% | +1,090.1% |
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