+144.5%
ALL vs FGI
-70.3%
+214.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +4.2% | -11.6% | +15.8% | +4.3% |
| 30D | +18.9% | -3.3% | +22.2% | +18.9% |
| 3M | +1.2% | +65.6% | -64.4% | +0.6% |
| 6M | +23.2% | -2.8% | +26.0% | +22.7% |
| YTD | +30.0% | +30.1% | -0.1% | +29.0% |
| 1Y | +39.6% | +50.2% | -10.6% | +38.0% |
| 3Y | +115.2% | -0.4% | +115.7% | +110.9% |
| All | +144.5% | -70.3% | +214.8% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling