+92.5%
FDX vs GTLB
-49.8%
+142.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +1.2% |
| 30D | +9.9% | -9.0% | +18.9% | +10.9% |
| 3M | -1.9% | +15.9% | -17.8% | -3.8% |
| 6M | +6.1% | +104.9% | -98.8% | -2.7% |
| YTD | +38.8% | +26.0% | +12.8% | +33.4% |
| 1Y | +50.0% | +1.8% | +48.2% | +47.6% |
| 3Y | +71.0% | +6.0% | +65.1% | +62.1% |
| 5Y | +72.5% | -62.2% | +134.7% | +62.1% |
| All | +92.5% | -49.8% | +142.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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