+67.1%
FDX vs GPC
+30.9%
+36.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | +3.8% | +6.0% | -2.2% | +1.6% |
| 3M | -1.3% | +42.6% | -43.9% | -14.4% |
| 6M | +5.0% | +22.8% | -17.7% | -3.7% |
| YTD | +39.6% | +15.5% | +24.2% | +29.5% |
| 1Y | +81.1% | +2.0% | +79.1% | +76.8% |
| 3Y | +63.0% | -1.4% | +64.5% | +56.0% |
| All | +67.1% | +30.9% | +36.2% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling