+13.9%
GM vs FDX
+7.1%
+6.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.2% |
| 7D | -0.2% | +5.2% | -5.4% | -3.1% |
| 30D | +3.6% | +11.3% | -7.7% | -2.0% |
| 3M | -0.2% | -4.1% | +3.9% | +1.4% |
| 6M | +13.9% | +9.6% | +4.3% | +4.8% |
| All | +13.9% | +7.1% | +6.8% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling