+33.8%
A vs FGI
-74.8%
+108.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.9% |
| 7D | -0.5% | -14.4% | +13.9% | -0.3% |
| 30D | 0.0% | -11.8% | +11.7% | +0.1% |
| 3M | +16.7% | -46.2% | +62.9% | +17.6% |
| 6M | +54.8% | +5.2% | +49.7% | +52.5% |
| YTD | +28.8% | +10.5% | +18.3% | +25.7% |
| 1Y | +19.3% | +25.5% | -6.2% | +15.8% |
| 3Y | +65.5% | -16.0% | +81.5% | +59.2% |
| All | +33.8% | -74.8% | +108.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling