+105.9%
GILD vs FDX
+60.5%
+45.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -3.3% | -1.6% | -4.4% |
| 30D | +5.8% | -4.5% | +10.3% | +6.5% |
| 3M | +14.9% | -7.3% | +22.3% | +16.1% |
| 6M | -0.4% | +7.5% | -7.9% | -1.8% |
| YTD | +18.5% | +35.1% | -16.6% | +13.0% |
| 1Y | +25.1% | +71.4% | -46.3% | +15.3% |
| 3Y | +105.9% | +60.8% | +45.1% | +85.1% |
| All | +105.9% | +60.5% | +45.3% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling