+1.8%
GLD vs FDX
+51.9%
-50.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | +4.7% | -1.6% | +6.3% | +5.0% |
| 30D | -0.9% | +6.6% | -7.5% | -2.1% |
| 3M | -4.4% | -2.1% | -2.3% | -4.2% |
| 6M | -13.6% | +2.2% | -15.7% | -14.2% |
| YTD | -6.0% | +33.9% | -39.9% | -8.8% |
| 1Y | +1.8% | +50.2% | -48.5% | +0.3% |
| All | +1.8% | +51.9% | -50.1% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling