+518.3%
FDX vs GNRC
+2,127.0%
-1,608.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +5.2% | +7.9% | -2.7% | +3.2% |
| 30D | +11.3% | -3.7% | +15.0% | +11.6% |
| 3M | -4.1% | -11.9% | +7.8% | -2.5% |
| 6M | +9.6% | -28.6% | +38.3% | +16.1% |
| YTD | +40.9% | +39.9% | +1.0% | +24.4% |
| 1Y | +53.0% | +23.4% | +29.6% | +39.0% |
| 3Y | +74.1% | +84.2% | -10.2% | +38.1% |
| 5Y | +75.1% | -57.3% | +132.4% | +88.0% |
| 10Y | +156.9% | +376.8% | -219.9% | +33.7% |
| All | +518.3% | +2,127.0% | -1,608.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling