+415.8%
ALM vs FGI
-70.3%
+486.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.5% | -9.6% |
| 7D | -14.5% | -11.6% | -2.9% | -14.4% |
| 30D | -39.0% | -3.3% | -35.7% | -39.0% |
| 3M | -40.3% | +65.6% | -105.8% | -41.6% |
| 6M | -60.3% | -2.8% | -57.5% | -60.8% |
| YTD | -9.8% | +30.1% | -39.9% | -12.9% |
| 1Y | +30.8% | +50.2% | -19.4% | +25.0% |
| 3Y | +772.4% | -0.4% | +772.9% | +733.5% |
| All | +415.8% | -70.3% | +486.1% | +425.3% |
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