+457.2%
GS vs FDX
+155.6%
+301.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +1.7% | +9.5% | -7.9% | -2.4% |
| 3M | -11.6% | -1.3% | -10.2% | -11.2% |
| 6M | -1.9% | +5.5% | -7.4% | -4.7% |
| YTD | +5.1% | +38.9% | -33.8% | -10.3% |
| 1Y | +16.4% | +58.8% | -42.4% | -6.5% |
| 3Y | +199.0% | +71.1% | +127.8% | +123.4% |
| 5Y | +157.4% | +76.3% | +81.1% | +81.8% |
| 10Y | +457.2% | +153.4% | +303.8% | +161.5% |
| All | +457.2% | +155.6% | +301.6% | +161.5% |
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