+85.7%
FDX vs GFS
-13.3%
+98.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.5% | -5.3% | +5.8% | +1.3% |
| 30D | +9.5% | -15.8% | +25.3% | +12.6% |
| 3M | -1.3% | -18.6% | +17.3% | +1.8% |
| 6M | +5.5% | -45.0% | +50.5% | +15.8% |
| YTD | +38.9% | +16.8% | +22.1% | +26.6% |
| 1Y | +58.8% | +17.8% | +41.0% | +44.2% |
| 3Y | +71.1% | -21.5% | +92.7% | +63.7% |
| 5Y | +76.3% | -29.3% | +105.6% | +68.0% |
| All | +85.7% | -13.3% | +98.9% | +77.3% |
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