+206.1%
GLD vs FDX
+155.8%
+50.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.2% |
| 7D | -4.6% | +5.2% | -9.8% | -4.6% |
| 30D | -5.5% | +11.3% | -16.7% | -5.5% |
| 3M | -10.9% | -4.1% | -6.8% | -10.9% |
| 6M | -17.4% | +9.6% | -27.1% | -17.4% |
| YTD | -10.3% | +40.9% | -51.2% | -10.1% |
| 1Y | -7.2% | +53.0% | -60.2% | -6.8% |
| 3Y | +96.9% | +74.1% | +22.8% | +97.9% |
| 5Y | +103.8% | +75.1% | +28.7% | +104.4% |
| All | +206.1% | +155.8% | +50.3% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling