+112.5%
AR vs FGI
-74.8%
+187.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.3% |
| 7D | +7.4% | -14.4% | +21.8% | +7.5% |
| 30D | +5.8% | -11.8% | +17.5% | +5.8% |
| 3M | +5.2% | -46.2% | +51.5% | +5.6% |
| 6M | +5.4% | +5.2% | +0.3% | +5.0% |
| YTD | +12.4% | +10.5% | +1.9% | +10.6% |
| 1Y | +12.8% | +25.5% | -12.7% | +9.9% |
| 3Y | +47.2% | -16.0% | +63.2% | +40.7% |
| All | +112.5% | -74.8% | +187.3% | +104.5% |
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