+63.4%
A vs FGI
+2.3%
+61.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -5.2% | -11.6% | +6.4% | -5.0% |
| 30D | +1.4% | -3.3% | +4.7% | +1.5% |
| 3M | +21.9% | +65.6% | -43.7% | +20.2% |
| 6M | +46.7% | -2.8% | +49.4% | +45.3% |
| YTD | +27.2% | +30.1% | -2.9% | +25.2% |
| 1Y | +17.9% | +50.2% | -32.2% | +15.8% |
| All | +63.4% | +2.3% | +61.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling