+620.7%
GEV vs FDX
+44.7%
+576.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.3% | -2.5% | +5.8% | +4.0% |
| 30D | -7.5% | +3.8% | -11.3% | -8.6% |
| 3M | -2.2% | -1.3% | -0.9% | -2.0% |
| 6M | +12.1% | +5.0% | +7.1% | +9.4% |
| YTD | +44.4% | +39.6% | +4.7% | +29.1% |
| 1Y | +57.7% | +81.1% | -23.5% | +30.5% |
| All | +620.7% | +44.7% | +576.0% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling