+81.6%
GM vs FDX
+62.9%
+18.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -1.1% | -3.9% | +2.8% | +0.8% |
| 30D | -3.4% | -3.3% | -0.1% | -2.0% |
| 3M | +8.7% | -2.0% | +10.7% | +9.2% |
| 6M | +15.4% | +8.0% | +7.4% | +10.5% |
| YTD | +6.6% | +35.0% | -28.4% | -8.0% |
| 1Y | +51.5% | +73.7% | -22.2% | +16.2% |
| 3Y | +169.3% | +61.6% | +107.8% | +103.9% |
| 5Y | +81.6% | +65.4% | +16.2% | +27.2% |
| All | +81.6% | +62.9% | +18.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling