+213.9%
AGI vs FGI
-5.3%
+219.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -1.9% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | +18.2% | +65.4% | -47.2% | +18.5% |
| 3M | -4.1% | +23.5% | -27.6% | -3.9% |
| 6M | -28.7% | +60.5% | -89.2% | -28.7% |
| YTD | -4.0% | +30.0% | -34.0% | -4.0% |
| 1Y | +17.4% | +82.1% | -64.6% | +19.0% |
| All | +213.9% | -5.3% | +219.2% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling