+74.2%
FDX vs GGLL
+153.6%
-79.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.2% |
| 7D | +0.2% | +6.3% | -6.2% | -0.4% |
| 30D | +9.3% | -35.1% | +44.4% | +13.3% |
| 3M | +0.5% | -37.7% | +38.2% | +4.4% |
| 6M | +5.3% | -54.1% | +59.4% | +12.3% |
| YTD | +38.6% | -29.4% | +68.0% | +40.1% |
| 1Y | +53.5% | -13.4% | +66.9% | +51.4% |
| 3Y | +74.2% | +158.3% | -84.1% | +51.4% |
| All | +74.2% | +153.6% | -79.4% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling