+109.6%
AR vs FGI
-68.3%
+177.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.3% | +1.5% |
| 7D | +2.1% | +6.9% | -4.8% | +2.0% |
| 30D | +4.5% | +3.9% | +0.6% | +4.5% |
| 3M | +1.0% | +74.3% | -73.3% | +0.2% |
| 6M | +4.4% | +28.9% | -24.5% | +3.9% |
| YTD | +10.9% | +39.1% | -28.2% | +8.9% |
| 1Y | +8.6% | +49.3% | -40.8% | +5.8% |
| 3Y | +48.5% | +5.7% | +42.8% | +41.8% |
| All | +109.6% | -68.3% | +177.9% | +101.4% |
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