+13.7%
AR vs FGI
+38.7%
-25.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.0% | -1.3% | -6.4% |
| 7D | -11.1% | +3.3% | -14.5% | -11.0% |
| 30D | +7.9% | -2.0% | +9.9% | +7.9% |
| 3M | +4.9% | +60.3% | -55.4% | +7.7% |
| 6M | -5.3% | +0.7% | -6.1% | -3.7% |
| YTD | +8.6% | +30.2% | -21.6% | +14.3% |
| 1Y | +13.7% | +44.4% | -30.7% | +14.2% |
| All | +13.7% | +38.7% | -25.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling