+113.5%
FDX vs GGLL
+217.5%
-103.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.5% |
| 7D | +0.8% | +11.5% | -10.7% | -0.6% |
| 30D | +9.9% | -31.2% | +41.1% | +14.4% |
| 3M | -1.9% | -28.7% | +26.8% | +1.5% |
| 6M | +6.1% | -47.2% | +53.3% | +13.2% |
| YTD | +38.8% | -24.3% | +63.1% | +39.5% |
| 1Y | +50.0% | -12.0% | +62.0% | +47.0% |
| 3Y | +71.0% | +169.6% | -98.6% | +29.5% |
| All | +113.5% | +217.5% | -103.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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