+6.9%
AR vs FGI
+41.8%
-34.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.3% |
| 7D | -5.8% | -4.1% | -1.7% | -5.8% |
| 30D | +4.8% | -3.4% | +8.2% | +4.8% |
| 3M | +1.5% | +61.8% | -60.3% | +4.3% |
| 6M | +4.7% | +17.0% | -12.3% | +7.0% |
| YTD | +9.2% | +31.4% | -22.2% | +15.0% |
| All | +6.9% | +41.8% | -34.9% | +11.9% |
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