+153.5%
FDX vs GPC
+74.9%
+78.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +11.3% | -6.3% | +17.6% | +14.4% |
| 3M | -4.1% | -8.2% | +4.1% | -0.7% |
| 6M | +9.6% | +27.1% | -17.4% | -3.2% |
| YTD | +40.9% | +3.1% | +37.8% | +35.0% |
| 1Y | +53.0% | +0.1% | +53.0% | +48.7% |
| 3Y | +74.1% | +0.2% | +73.9% | +63.5% |
| 5Y | +75.1% | +4.9% | +70.2% | +56.6% |
| All | +153.5% | +74.9% | +78.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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