+86.7%
FDX vs GFS
-3.7%
+90.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +3.8% | -8.6% | +12.4% | +5.3% |
| 3M | -1.3% | -46.5% | +45.2% | +10.9% |
| 6M | +5.0% | -4.8% | +9.8% | +2.5% |
| YTD | +39.6% | +29.7% | +10.0% | +25.8% |
| 1Y | +81.1% | +35.8% | +45.3% | +60.4% |
| 3Y | +63.0% | -18.3% | +81.4% | +56.1% |
| All | +86.7% | -3.7% | +90.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling