+84.3%
FDX vs GH
+443.7%
-359.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.5% |
| 7D | -1.6% | -15.6% | +14.0% | +0.2% |
| 30D | +6.6% | -10.4% | +17.0% | +7.8% |
| 3M | -2.1% | -4.3% | +2.2% | -2.0% |
| 6M | +2.2% | +63.5% | -61.4% | -4.5% |
| YTD | +33.9% | +47.7% | -13.8% | +26.0% |
| 1Y | +50.2% | +56.7% | -6.5% | +40.2% |
| 3Y | +65.5% | +443.9% | -378.3% | +25.9% |
| 5Y | +74.1% | +36.9% | +37.2% | +48.9% |
| All | +84.3% | +443.7% | -359.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling