+217.1%
GLD vs FDX
+185.1%
+32.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | +4.4% | +3.8% | +0.6% | +4.4% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.8% | +5.0% | -18.8% | -13.8% |
| YTD | +2.6% | +39.6% | -37.0% | +2.9% |
| 1Y | +24.5% | +81.1% | -56.6% | +25.1% |
| 3Y | +125.8% | +63.0% | +62.8% | +126.9% |
| 5Y | +137.8% | +65.6% | +72.2% | +138.4% |
| All | +217.1% | +185.1% | +32.0% | +222.4% |
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 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