-2.4%
GLD vs FDX
+53.9%
-56.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +0.5% | +2.4% | +2.7% |
| 30D | -4.0% | +9.5% | -13.5% | -5.7% |
| 3M | -8.2% | -1.3% | -6.9% | -8.1% |
| 6M | -14.8% | +5.5% | -20.4% | -16.1% |
| YTD | -6.8% | +38.9% | -45.7% | -12.5% |
| 1Y | -2.4% | +58.8% | -61.2% | -8.4% |
| All | -2.4% | +53.9% | -56.3% | -8.4% |
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 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