+92.2%
FDX vs GTLB
-50.0%
+142.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | +0.2% | -9.6% | +9.8% | +1.2% |
| 30D | +9.3% | -14.5% | +23.8% | +11.0% |
| 3M | +0.5% | +20.9% | -20.4% | -1.9% |
| 6M | +5.3% | +81.4% | -76.0% | -2.2% |
| YTD | +38.6% | +25.6% | +13.0% | +33.2% |
| 1Y | +53.5% | +3.4% | +50.1% | +50.8% |
| 3Y | +74.2% | +8.9% | +65.3% | +64.6% |
| 5Y | +75.3% | -64.0% | +139.2% | +64.9% |
| All | +92.2% | -50.0% | +142.3% | +80.1% |
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