-28.3%
AG vs FGI
-2.1%
-26.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +6.3% | -7.0% | +13.3% | +6.3% |
| 30D | -8.9% | -4.2% | -4.7% | -9.0% |
| 3M | -12.2% | +55.6% | -67.8% | -12.2% |
| 6M | -28.3% | -3.2% | -25.1% | -24.9% |
| All | -28.3% | -2.1% | -26.2% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling