+79.0%
FDX vs GFS
-2.1%
+81.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.3% | +4.5% | -6.8% | -3.2% |
| 30D | -4.9% | -8.2% | +3.3% | -3.4% |
| 3M | -6.5% | -38.9% | +32.4% | +2.4% |
| 6M | +6.7% | -2.9% | +9.5% | +3.7% |
| YTD | +33.9% | +31.8% | +2.1% | +20.2% |
| 1Y | +72.2% | +43.1% | +29.0% | +50.7% |
| 3Y | +60.2% | -20.6% | +80.9% | +54.5% |
| All | +79.0% | -2.1% | +81.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling