-22.9%
GIS vs FDX
+63.0%
-85.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -8.6% | -2.3% | -6.3% | -8.5% |
| 30D | -0.5% | -4.9% | +4.4% | -0.2% |
| 3M | +11.9% | -6.5% | +18.4% | +12.3% |
| 6M | -11.6% | +6.7% | -18.3% | -11.8% |
| YTD | -16.3% | +33.9% | -50.2% | -17.3% |
| 1Y | -21.8% | +72.2% | -93.9% | -23.5% |
| 3Y | -35.7% | +60.2% | -95.9% | -37.2% |
| 5Y | -22.9% | +62.9% | -85.8% | -27.5% |
| All | -22.9% | +63.0% | -85.9% | -27.5% |
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