+732.3%
GLD vs FDX
+424.1%
+308.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +0.5% | +2.4% | +2.8% |
| 30D | -4.0% | +9.5% | -13.5% | -3.9% |
| 3M | -8.2% | -1.3% | -6.9% | -8.2% |
| 6M | -14.8% | +5.5% | -20.4% | -14.8% |
| YTD | -6.8% | +38.9% | -45.7% | -6.5% |
| 1Y | -2.4% | +58.8% | -61.2% | -1.9% |
| 3Y | +105.8% | +71.1% | +34.6% | +107.2% |
| 5Y | +113.3% | +76.3% | +37.0% | +114.9% |
| 10Y | +208.4% | +153.4% | +55.0% | +214.5% |
| All | +732.3% | +424.1% | +308.2% | +740.9% |
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