+433.3%
ALM vs FGI
-74.8%
+508.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -25.2% | +32.9% | +8.0% |
| 7D | +1.2% | -14.4% | +15.6% | +1.3% |
| 30D | -19.3% | -11.8% | -7.6% | -19.3% |
| 3M | -40.6% | -46.2% | +5.6% | -40.3% |
| 6M | -57.9% | +5.2% | -63.1% | -58.6% |
| YTD | -6.7% | +10.5% | -17.2% | -9.9% |
| 1Y | +20.2% | +25.5% | -5.3% | +15.0% |
| 3Y | +879.4% | -16.0% | +895.4% | +837.1% |
| All | +433.3% | -74.8% | +508.1% | +443.5% |
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