+432.5%
AU vs FGI
-70.0%
+502.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.6% |
| 7D | +15.3% | -4.1% | +19.4% | +15.3% |
| 30D | -0.3% | -3.4% | +3.0% | -0.3% |
| 3M | -2.9% | +61.8% | -64.7% | -5.0% |
| 6M | -10.7% | +17.0% | -27.7% | -12.1% |
| YTD | +14.0% | +31.4% | -17.4% | +10.0% |
| 1Y | +32.5% | +42.7% | -10.1% | +27.2% |
| 3Y | +557.9% | -0.1% | +558.1% | +509.9% |
| All | +432.5% | -70.0% | +502.5% | +416.1% |
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