+100.1%
AG vs FGI
-69.8%
+169.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +4.5% | +5.2% | -0.7% | +4.3% |
| 30D | +12.9% | +65.2% | -52.3% | +9.7% |
| 3M | +20.9% | +30.2% | -9.2% | +18.1% |
| 6M | -19.5% | +87.8% | -107.3% | -24.2% |
| YTD | +24.8% | +32.5% | -7.7% | +19.0% |
| 1Y | +120.2% | +93.6% | +26.7% | +103.3% |
| 3Y | +279.0% | -2.6% | +281.6% | +245.9% |
| All | +100.1% | -69.8% | +169.9% | +95.2% |
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