+4,029.2%
FDX vs GPC
+2,100.6%
+1,928.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.0% |
| 30D | +9.6% | -2.3% | +11.9% | +10.7% |
| 3M | +2.4% | -4.5% | +6.9% | +4.5% |
| 6M | +9.2% | +21.6% | -12.3% | -3.5% |
| YTD | +37.7% | +4.0% | +33.7% | +30.3% |
| 1Y | +56.1% | +3.5% | +52.6% | +48.0% |
| 3Y | +68.9% | +2.1% | +66.8% | +55.5% |
| 5Y | +79.0% | +5.5% | +73.5% | +58.0% |
| 10Y | +163.9% | +90.7% | +73.2% | +56.9% |
| All | +4,029.2% | +2,100.6% | +1,928.6% | +575.6% |
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