+71.5%
FDX vs GPN
-16.0%
+87.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.0% | +11.0% | +2.1% |
| 7D | +0.8% | -7.1% | +7.9% | +2.4% |
| 30D | +9.9% | +7.7% | +2.2% | +7.0% |
| 3M | -1.9% | -0.1% | -1.8% | -2.6% |
| 6M | +6.1% | +29.4% | -23.3% | -2.9% |
| YTD | +38.8% | +15.1% | +23.7% | +30.4% |
| 1Y | +50.0% | +15.4% | +34.5% | +40.6% |
| All | +71.5% | -16.0% | +87.5% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling