+62.9%
FDX vs GFI
+512.6%
-449.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.6% |
| 7D | -2.3% | +4.7% | -7.0% | -2.4% |
| 30D | -4.9% | +14.4% | -19.3% | -5.2% |
| 3M | -6.5% | +32.5% | -39.0% | -7.1% |
| 6M | +6.7% | -7.2% | +13.8% | +6.3% |
| YTD | +33.9% | +10.9% | +23.0% | +33.3% |
| 1Y | +72.2% | +35.5% | +36.7% | +71.1% |
| 3Y | +60.2% | +312.1% | -251.9% | +55.7% |
| 5Y | +62.9% | +524.6% | -461.6% | +55.3% |
| All | +62.9% | +512.6% | -449.7% | +55.3% |
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