+141.0%
GS vs FDX
+76.2%
+64.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.8% | -2.5% | -4.9% |
| 7D | -6.3% | +2.9% | -9.3% | -7.3% |
| 30D | -3.1% | +9.6% | -12.8% | -6.3% |
| 3M | -17.7% | +2.4% | -20.0% | -18.5% |
| 6M | -4.6% | +9.2% | -13.8% | -7.9% |
| YTD | +0.3% | +37.7% | -37.4% | -11.3% |
| 1Y | +11.7% | +56.1% | -44.4% | -5.7% |
| 3Y | +183.6% | +68.9% | +114.6% | +126.1% |
| 5Y | +141.0% | +79.0% | +62.0% | +85.5% |
| All | +141.0% | +76.2% | +64.7% | +85.5% |
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 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