+139.4%
ALL vs FGI
-70.0%
+209.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +13.8% | -3.4% | +17.2% | +13.8% |
| 3M | -2.8% | +61.8% | -64.5% | -3.3% |
| 6M | +23.7% | +17.0% | +6.6% | +23.0% |
| YTD | +27.3% | +31.4% | -4.1% | +26.3% |
| 1Y | +30.5% | +42.7% | -12.1% | +29.2% |
| 3Y | +113.0% | -0.1% | +113.1% | +108.8% |
| All | +139.4% | -70.0% | +209.4% | +137.2% |
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