+75.5%
FDX vs GH
+167.0%
-91.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -3.3% | -2.1% | -1.2% | -3.2% |
| 30D | -1.4% | -4.5% | +3.1% | -1.2% |
| 3M | -4.5% | +28.9% | -33.4% | -5.8% |
| 6M | +9.4% | +76.5% | -67.1% | +6.4% |
| YTD | +36.0% | +57.6% | -21.6% | +32.0% |
| 1Y | +75.5% | +167.5% | -92.0% | +71.1% |
| All | +75.5% | +167.0% | -91.5% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling