+102.2%
AG vs FGI
-70.4%
+172.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.1% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +19.2% | +65.4% | -46.2% | +15.8% |
| 3M | +6.2% | +23.5% | -17.3% | +3.9% |
| 6M | -26.7% | +60.5% | -87.2% | -30.5% |
| YTD | +26.1% | +30.0% | -3.9% | +20.3% |
| 1Y | +131.7% | +82.1% | +49.6% | +114.5% |
| 3Y | +255.3% | -4.4% | +259.7% | +224.5% |
| All | +102.2% | -70.4% | +172.6% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling