+1,488.6%
GIS vs FDX
+4,233.7%
-2,745.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -7.8% | -2.5% | -5.3% | -7.6% |
| 30D | +6.6% | +3.8% | +2.8% | +6.1% |
| 3M | +21.0% | -1.3% | +22.3% | +21.1% |
| 6M | -9.1% | +5.0% | -14.1% | -9.8% |
| YTD | -13.6% | +39.6% | -53.3% | -17.3% |
| 1Y | -18.0% | +81.1% | -99.1% | -24.0% |
| 3Y | -33.7% | +63.0% | -96.7% | -38.6% |
| 5Y | -19.4% | +65.6% | -85.0% | -26.8% |
| 10Y | -21.3% | +183.4% | -204.6% | -35.7% |
| All | +1,488.6% | +4,233.7% | -2,745.1% | +676.4% |
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