+314.4%
AGI vs FGI
-66.3%
+380.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.2% | -10.3% | -4.2% |
| 7D | -7.5% | +13.5% | -21.0% | -7.5% |
| 30D | -9.9% | +17.1% | -27.0% | -9.9% |
| 3M | -14.2% | +78.0% | -92.2% | -14.4% |
| 6M | -35.2% | +46.4% | -81.6% | -35.3% |
| YTD | -25.2% | +47.7% | -73.0% | -25.8% |
| 1Y | -14.3% | +56.8% | -71.1% | -15.0% |
| 3Y | +127.7% | +12.3% | +115.4% | +124.8% |
| All | +314.4% | -66.3% | +380.8% | +321.2% |
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