+231.1%
GM vs FDX
+182.5%
+48.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -3.3% | +0.8% | -0.8% |
| 30D | -1.1% | -4.5% | +3.4% | +1.1% |
| 3M | +6.1% | -7.3% | +13.5% | +9.8% |
| 6M | +15.0% | +7.5% | +7.4% | +9.9% |
| YTD | +6.0% | +35.1% | -29.1% | -9.7% |
| 1Y | +47.1% | +71.4% | -24.3% | +10.9% |
| 3Y | +170.5% | +60.8% | +109.7% | +101.2% |
| 5Y | +80.5% | +65.5% | +15.0% | +27.7% |
| All | +231.1% | +182.5% | +48.6% | +66.6% |
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