+4,087.3%
FDX vs GPC
+2,341.8%
+1,745.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.8% |
| 30D | +3.8% | +5.1% | -1.4% | +1.0% |
| 3M | -1.3% | +41.5% | -42.8% | -19.1% |
| 6M | +5.0% | +21.8% | -16.8% | -7.2% |
| YTD | +39.6% | +14.6% | +25.1% | +25.9% |
| 1Y | +81.1% | +1.3% | +79.9% | +74.5% |
| 3Y | +63.0% | -1.4% | +64.5% | +52.7% |
| 5Y | +65.6% | +30.6% | +35.0% | +30.0% |
| 10Y | +183.4% | +80.6% | +102.7% | +75.1% |
| All | +4,087.3% | +2,341.8% | +1,745.5% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling