+76.2%
FDX vs GFI
+300.1%
-223.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.2% | -8.7% | +13.9% | +5.4% |
| 30D | +11.3% | +0.6% | +10.7% | +11.2% |
| 3M | -4.1% | -7.5% | +3.4% | -4.0% |
| 6M | +9.6% | -18.3% | +28.0% | +9.8% |
| YTD | +40.9% | -13.8% | +54.7% | +40.9% |
| 1Y | +53.0% | -8.8% | +61.9% | +53.0% |
| 3Y | +74.1% | +215.8% | -141.8% | +69.8% |
| All | +76.2% | +300.1% | -223.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling