+71.3%
FDX vs GFI
+28.1%
+43.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -3.9% | -5.1% | +1.3% | -3.5% |
| 30D | -3.3% | +13.4% | -16.7% | -4.1% |
| 3M | -2.0% | +36.2% | -38.2% | -4.3% |
| 6M | +8.0% | -9.8% | +17.9% | +7.2% |
| YTD | +35.0% | +7.7% | +27.3% | +34.0% |
| All | +71.3% | +28.1% | +43.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling