+211.6%
GM vs FDX
+155.8%
+55.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -0.2% | +5.2% | -5.4% | -2.7% |
| 30D | +3.6% | +11.3% | -7.7% | -1.8% |
| 3M | -0.2% | -4.1% | +3.9% | +1.9% |
| 6M | +13.9% | +9.6% | +4.3% | +8.5% |
| YTD | +6.5% | +40.9% | -34.4% | -11.2% |
| 1Y | +20.7% | +53.0% | -32.4% | -3.4% |
| 3Y | +229.5% | +74.1% | +155.4% | +135.6% |
| 5Y | +41.5% | +75.1% | -33.6% | -2.3% |
| All | +211.6% | +155.8% | +55.8% | +63.6% |
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