-17.3%
GIS vs FDX
+155.8%
-173.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.3% |
| 7D | -3.4% | +5.2% | -8.5% | -3.8% |
| 30D | +6.9% | +11.3% | -4.4% | +6.0% |
| 3M | -10.1% | -4.1% | -6.0% | -9.9% |
| 6M | +5.9% | +9.6% | -3.8% | +5.0% |
| YTD | -21.1% | +40.9% | -62.0% | -23.1% |
| 1Y | -22.5% | +53.0% | -75.5% | -24.9% |
| 3Y | -39.0% | +74.1% | -113.1% | -41.9% |
| 5Y | -33.3% | +75.1% | -108.4% | -37.2% |
| All | -17.3% | +155.8% | -173.1% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling