+72.2%
FDX vs GFS
+39.8%
+32.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -2.3% | +4.5% | -6.8% | -2.7% |
| 30D | -4.9% | -8.2% | +3.3% | -4.2% |
| 3M | -6.5% | -38.9% | +32.4% | -2.0% |
| 6M | +6.7% | -2.9% | +9.5% | +3.7% |
| YTD | +33.9% | +31.8% | +2.1% | +25.1% |
| 1Y | +72.2% | +43.1% | +29.0% | +60.8% |
| All | +72.2% | +39.8% | +32.4% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling