+438.8%
GS vs FDX
+155.8%
+283.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +5.9% | +5.2% | +0.7% | +3.5% |
| 30D | +4.3% | +11.3% | -7.0% | -0.5% |
| 3M | -11.7% | -4.1% | -7.6% | -10.1% |
| 6M | -3.2% | +9.6% | -12.8% | -7.5% |
| YTD | +5.8% | +40.9% | -35.1% | -10.2% |
| 1Y | +16.0% | +53.0% | -37.0% | -5.2% |
| 3Y | +199.8% | +74.1% | +125.7% | +122.3% |
| 5Y | +155.5% | +75.1% | +80.4% | +81.4% |
| All | +438.8% | +155.8% | +283.0% | +159.3% |
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