+1,082.3%
FDX vs GPN
+2,491.4%
-1,409.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.0% | +11.0% | +3.1% |
| 7D | +0.8% | -7.1% | +7.9% | +3.0% |
| 30D | +9.9% | +7.7% | +2.2% | +6.2% |
| 3M | -1.9% | -0.1% | -1.8% | -2.9% |
| 6M | +6.1% | +29.4% | -23.3% | -5.0% |
| YTD | +38.8% | +15.1% | +23.7% | +27.7% |
| 1Y | +50.0% | +15.4% | +34.5% | +37.7% |
| 3Y | +71.0% | -16.5% | +87.6% | +71.4% |
| 5Y | +72.5% | -29.6% | +102.0% | +79.0% |
| 10Y | +153.1% | +34.7% | +118.4% | +102.1% |
| All | +1,082.3% | +2,491.4% | -1,409.1% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling