+1,833.6%
GS vs FDX
+798.4%
+1,035.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +1.7% |
| 7D | +0.3% | +8.1% | -7.8% | -3.7% |
| 30D | +3.9% | +13.9% | -10.1% | -2.9% |
| 3M | -11.4% | +5.5% | -17.0% | -14.2% |
| 6M | +3.7% | +15.1% | -11.4% | -4.2% |
| YTD | +7.1% | +43.2% | -36.1% | -12.1% |
| 1Y | +19.7% | +65.0% | -45.4% | -9.0% |
| 3Y | +202.8% | +75.7% | +127.2% | +113.7% |
| 5Y | +156.7% | +84.4% | +72.3% | +67.1% |
| 10Y | +548.7% | +174.4% | +374.3% | +209.2% |
| All | +1,833.6% | +798.4% | +1,035.2% | +324.3% |
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 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