+67.1%
FDX vs GD
+97.9%
-30.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -2.5% | -5.3% | +2.7% | -0.7% |
| 30D | +3.8% | -6.4% | +10.2% | +6.2% |
| 3M | -1.3% | +5.7% | -7.0% | -3.5% |
| 6M | +5.0% | -0.9% | +6.0% | +5.0% |
| YTD | +39.6% | +8.2% | +31.5% | +34.7% |
| 1Y | +81.1% | +13.4% | +67.7% | +71.5% |
| 3Y | +63.0% | +68.5% | -5.5% | +31.2% |
| All | +67.1% | +97.9% | -30.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 5y: compounded portfolio wealth divided by compounded GD 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…
5y analysis · Full analysis span regression · 6 months rolling