+3,916.3%
FDX vs GPC
+2,071.6%
+1,844.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.4% |
| 30D | +6.6% | -2.1% | +8.7% | +7.5% |
| 3M | -2.1% | -6.8% | +4.7% | +1.3% |
| 6M | +2.2% | +18.6% | -16.4% | -8.5% |
| YTD | +33.9% | +2.7% | +31.3% | +27.6% |
| 1Y | +50.2% | +1.8% | +48.5% | +43.7% |
| 3Y | +65.5% | +1.1% | +64.5% | +53.2% |
| 5Y | +74.1% | +4.1% | +70.0% | +54.7% |
| 10Y | +156.7% | +88.2% | +68.5% | +53.7% |
| All | +3,916.3% | +2,071.6% | +1,844.7% | +561.9% |
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