+177.2%
FDX vs GNRC
+448.8%
-271.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.7% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -4.5% | -15.7% | +11.2% | -0.5% |
| 3M | -7.3% | -27.3% | +20.0% | -0.5% |
| 6M | +7.5% | -12.1% | +19.6% | +8.9% |
| YTD | +35.1% | +37.1% | -2.0% | +20.6% |
| 1Y | +71.4% | -0.5% | +71.9% | +65.0% |
| 3Y | +60.8% | +61.5% | -0.7% | +31.0% |
| 5Y | +65.5% | -58.6% | +124.0% | +87.6% |
| All | +177.2% | +448.8% | -271.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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