+139.2%
AS vs FGI
+0.3%
+138.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.0% | +10.1% | +5.1% |
| 7D | +13.8% | +3.3% | +10.4% | +13.8% |
| 30D | +16.7% | -2.0% | +18.7% | +16.7% |
| 3M | -11.5% | +60.3% | -71.8% | -11.6% |
| 6M | -5.5% | +0.7% | -6.3% | -5.7% |
| YTD | -14.2% | +30.2% | -44.4% | -14.3% |
| 1Y | +2.1% | +44.4% | -42.3% | +2.4% |
| All | +139.2% | +0.3% | +138.9% | +158.9% |
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 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