+4,124.9%
FDX vs GFI
+508.6%
+3,616.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.2% | -8.7% | +13.9% | +5.3% |
| 30D | +11.3% | +0.6% | +10.7% | +11.3% |
| 3M | -4.1% | -7.5% | +3.4% | -4.1% |
| 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% | +52.9% |
| 3Y | +74.1% | +215.8% | -141.8% | +71.7% |
| 5Y | +75.1% | +301.2% | -226.1% | +71.8% |
| 10Y | +156.9% | +1,284.4% | -1,127.5% | +148.3% |
| All | +4,124.9% | +508.6% | +3,616.3% | +4,397.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling