+4,193.4%
FDX vs GD
+20,595.6%
-16,402.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.1% | +4.6% |
| 7D | +8.1% | +3.0% | +5.2% | +6.8% |
| 30D | +13.9% | +10.5% | +3.4% | +9.4% |
| 3M | +5.5% | -5.0% | +10.5% | +7.5% |
| 6M | +15.1% | +5.5% | +9.6% | +12.2% |
| YTD | +43.2% | +10.3% | +32.8% | +36.5% |
| 1Y | +65.0% | +8.2% | +56.9% | +58.5% |
| 3Y | +75.7% | +59.0% | +16.6% | +43.9% |
| 5Y | +84.4% | +104.3% | -19.9% | +35.4% |
| 10Y | +174.4% | +202.4% | -28.1% | +73.5% |
| All | +4,193.4% | +20,595.6% | -16,402.2% | +1,266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling