+70.0%
FDX vs GD
+94.5%
-24.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -1.6% | -5.0% | +3.3% | +0.2% |
| 30D | +6.6% | +8.9% | -2.3% | +3.2% |
| 3M | -2.1% | -8.0% | +6.0% | +0.8% |
| 6M | +2.2% | +2.9% | -0.7% | +0.7% |
| YTD | +33.9% | +7.1% | +26.9% | +29.3% |
| 1Y | +50.2% | +5.9% | +44.3% | +45.7% |
| 3Y | +65.5% | +53.9% | +11.7% | +36.7% |
| All | +70.0% | +94.5% | -24.5% | +18.0% |
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