+74.1%
FDX vs GNRC
+86.4%
-12.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +5.2% | +7.9% | -2.7% | +3.6% |
| 30D | +11.3% | -3.7% | +15.0% | +11.5% |
| 3M | -4.1% | -11.9% | +7.8% | -2.7% |
| 6M | +9.6% | -28.6% | +38.3% | +15.3% |
| YTD | +40.9% | +39.9% | +1.0% | +25.4% |
| 1Y | +53.0% | +23.4% | +29.6% | +39.9% |
| 3Y | +74.1% | +84.2% | -10.2% | +36.1% |
| All | +74.1% | +86.4% | -12.3% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling