+177.0%
FDX vs GPN
+28.6%
+148.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -3.9% | -3.5% | -0.3% | -2.6% |
| 30D | -3.3% | +3.1% | -6.4% | -4.5% |
| 3M | -2.0% | +42.3% | -44.3% | -14.9% |
| 6M | +8.0% | +20.9% | -12.8% | -0.9% |
| YTD | +35.0% | +15.2% | +19.8% | +24.8% |
| 1Y | +73.7% | +5.4% | +68.2% | +65.5% |
| 3Y | +61.6% | -27.4% | +89.0% | +73.6% |
| 5Y | +65.4% | -44.2% | +109.6% | +91.0% |
| All | +177.0% | +28.6% | +148.5% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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