+107.5%
ALL vs FGI
+1.5%
+106.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.5% |
| 7D | -1.9% | -7.0% | +5.0% | -1.9% |
| 30D | +13.8% | -4.2% | +18.0% | +13.8% |
| 3M | -7.0% | +55.6% | -62.6% | -7.1% |
| 6M | +18.0% | -3.2% | +21.2% | +17.8% |
| YTD | +24.2% | +29.1% | -4.9% | +24.2% |
| 1Y | +31.2% | +51.0% | -19.8% | +31.1% |
| 3Y | +107.5% | +1.5% | +106.0% | +111.4% |
| All | +107.5% | +1.5% | +106.0% | +111.4% |
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