+99.6%
AR vs FGI
-70.3%
+169.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -11.7% | -11.6% | -0.1% | -11.6% |
| 30D | +1.8% | -3.3% | +5.1% | +1.9% |
| 3M | +6.0% | +65.6% | -59.6% | +5.1% |
| 6M | -7.0% | -2.8% | -4.2% | -7.2% |
| YTD | +5.6% | +30.1% | -24.6% | +3.8% |
| 1Y | +10.8% | +50.2% | -39.3% | +7.8% |
| 3Y | +19.3% | -0.4% | +19.8% | +13.9% |
| All | +99.6% | -70.3% | +169.9% | +91.8% |
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