+514.9%
GEV vs FDX
+46.0%
+468.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.3% |
| 7D | +3.7% | +5.2% | -1.4% | +2.4% |
| 30D | -14.7% | +11.3% | -26.0% | -17.2% |
| 3M | -23.4% | -4.1% | -19.3% | -22.6% |
| 6M | -24.3% | +9.6% | -34.0% | -26.8% |
| YTD | +23.2% | +40.9% | -17.7% | +9.7% |
| 1Y | +44.2% | +53.0% | -8.8% | +25.4% |
| All | +514.9% | +46.0% | +468.9% | +435.0% |
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