+1,362.8%
GIS vs FDX
+4,209.7%
-2,846.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +9.2% | +9.5% | -0.3% | +8.0% |
| 3M | -5.4% | -1.3% | -4.0% | -5.2% |
| 6M | +3.4% | +5.5% | -2.1% | +2.6% |
| YTD | -20.5% | +38.9% | -59.3% | -23.8% |
| 1Y | -20.0% | +58.8% | -78.8% | -24.6% |
| 3Y | -38.6% | +71.1% | -109.7% | -43.5% |
| 5Y | -33.1% | +76.3% | -109.4% | -39.6% |
| 10Y | -16.4% | +153.4% | -169.8% | -30.6% |
| All | +1,362.8% | +4,209.7% | -2,846.9% | +615.3% |
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 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