-34.6%
GIS vs FDX
+62.0%
-96.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.3% |
| 7D | -8.3% | -3.3% | -5.0% | -8.0% |
| 30D | +2.2% | -1.4% | +3.6% | +2.3% |
| 3M | +15.7% | -4.5% | +20.2% | +16.1% |
| 6M | -12.0% | +9.4% | -21.4% | -12.5% |
| YTD | -15.0% | +36.0% | -51.0% | -16.5% |
| 1Y | -20.1% | +75.5% | -95.6% | -22.6% |
| 3Y | -34.6% | +62.8% | -97.4% | -36.0% |
| All | -34.6% | +62.0% | -96.7% | -36.0% |
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 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