+9.2%
FDX vs GD
+2.4%
+6.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.3% |
| 7D | +2.9% | -3.9% | +6.8% | +3.7% |
| 30D | +9.6% | +8.1% | +1.5% | +7.5% |
| 3M | +2.4% | -6.8% | +9.1% | +3.2% |
| 6M | +9.2% | +3.0% | +6.2% | +7.2% |
| All | +9.2% | +2.4% | +6.8% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling