+123.3%
AAPL vs FGI
-70.0%
+193.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.0% | -4.1% | +9.1% | +5.0% |
| 30D | +3.5% | -3.4% | +6.9% | +3.5% |
| 3M | +13.1% | +61.8% | -48.7% | +11.7% |
| 6M | +19.0% | +17.0% | +2.0% | +17.8% |
| YTD | +28.5% | +31.4% | -2.9% | +26.1% |
| 1Y | +29.7% | +42.7% | -13.0% | +26.7% |
| 3Y | +89.2% | -0.1% | +89.4% | +85.1% |
| All | +123.3% | -70.0% | +193.3% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling