+436.6%
GE vs FDX
+65.4%
+371.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.8% |
| 30D | -11.6% | +3.8% | -15.4% | -12.7% |
| 3M | +3.0% | -1.3% | +4.3% | +3.1% |
| 6M | -0.5% | +5.0% | -5.5% | -2.6% |
| YTD | +9.7% | +39.6% | -29.9% | -1.5% |
| 1Y | +20.0% | +81.1% | -61.1% | -0.7% |
| 3Y | +275.8% | +63.0% | +212.8% | +208.3% |
| All | +436.6% | +65.4% | +371.1% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling