+97.9%
AR vs FGI
-70.6%
+168.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -14.3% | -7.0% | -7.3% | -14.2% |
| 30D | +1.4% | -4.2% | +5.7% | +1.5% |
| 3M | +3.4% | +55.6% | -52.2% | +2.6% |
| 6M | -2.1% | -3.2% | +1.1% | -2.2% |
| YTD | +4.7% | +29.1% | -24.4% | +2.9% |
| 1Y | +10.6% | +51.0% | -40.4% | +7.5% |
| 3Y | +24.6% | +1.5% | +23.1% | +18.7% |
| All | +97.9% | -70.6% | +168.5% | +90.3% |
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