+2,064.0%
GS vs FDX
+776.2%
+1,287.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +0.9% | -2.5% | +3.5% | +2.3% |
| 30D | -1.6% | +3.8% | -5.4% | -3.6% |
| 3M | -4.5% | -1.3% | -3.2% | -4.3% |
| 6M | +20.9% | +5.0% | +15.9% | +16.9% |
| YTD | +19.9% | +39.6% | -19.8% | -0.2% |
| 1Y | +41.4% | +81.1% | -39.7% | +2.5% |
| 3Y | +239.2% | +63.0% | +176.1% | +148.6% |
| 5Y | +185.0% | +65.6% | +119.4% | +95.9% |
| 10Y | +655.0% | +183.4% | +471.6% | +253.0% |
| All | +2,064.0% | +776.2% | +1,287.9% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling