+93.7%
FDX vs GTLB
-47.1%
+140.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -2.5% | +11.1% | -13.6% | -3.7% |
| 30D | +3.8% | +37.8% | -34.0% | +0.1% |
| 3M | -1.3% | +61.6% | -62.9% | -6.7% |
| 6M | +5.0% | +98.9% | -93.9% | -3.7% |
| YTD | +39.6% | +32.8% | +6.9% | +33.7% |
| 1Y | +81.1% | +14.7% | +66.5% | +75.7% |
| 3Y | +63.0% | +1.3% | +61.7% | +55.3% |
| All | +93.7% | -47.1% | +140.8% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling