+1,317.1%
GIS vs FDX
+4,207.2%
-2,890.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -8.1% | +0.8% | -8.9% | -8.2% |
| 30D | +5.3% | +9.9% | -4.6% | +4.1% |
| 3M | -10.5% | -1.9% | -8.6% | -10.4% |
| 6M | +1.8% | +6.1% | -4.3% | +1.0% |
| YTD | -22.9% | +38.8% | -61.7% | -26.2% |
| 1Y | -22.9% | +50.0% | -72.9% | -26.9% |
| 3Y | -40.5% | +71.0% | -111.6% | -45.2% |
| 5Y | -34.9% | +72.5% | -107.4% | -41.1% |
| 10Y | -19.0% | +153.1% | -172.1% | -32.8% |
| All | +1,317.1% | +4,207.2% | -2,890.1% | +593.0% |
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 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