+84.2%
FDX vs GH
+486.6%
-402.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -4.9% | -2.6% | -2.2% | -4.7% |
| 3M | -6.5% | +25.1% | -31.6% | -9.3% |
| 6M | +6.7% | +78.5% | -71.8% | -1.3% |
| YTD | +33.9% | +59.4% | -25.5% | +25.2% |
| 1Y | +72.2% | +173.9% | -101.7% | +49.6% |
| 3Y | +60.2% | +382.7% | -322.5% | +24.0% |
| 5Y | +62.9% | +24.4% | +38.5% | +41.3% |
| All | +84.2% | +486.6% | -402.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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