+30.0%
A vs FGI
-4.4%
+34.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.5% |
| 7D | -1.9% | +0.5% | -2.5% | -1.9% |
| 30D | +6.9% | +65.4% | -58.5% | +5.5% |
| 3M | +9.2% | +23.5% | -14.3% | +8.1% |
| 6M | +25.7% | +60.5% | -34.8% | +23.6% |
| YTD | +11.5% | +30.0% | -18.5% | +9.9% |
| 1Y | +18.4% | +82.1% | -63.7% | +15.6% |
| All | +30.0% | -4.4% | +34.4% | +30.5% |
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