+81.4%
AU vs FGI
+93.1%
-11.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -0.3% | +5.2% | -5.4% | -0.3% |
| 30D | +12.8% | +65.2% | -52.4% | +12.3% |
| 3M | +28.5% | +30.2% | -1.7% | +28.1% |
| 6M | +4.8% | +87.8% | -83.0% | +3.4% |
| YTD | +31.0% | +32.5% | -1.5% | +29.4% |
| 1Y | +81.4% | +93.6% | -12.2% | +83.3% |
| All | +81.4% | +93.1% | -11.7% | +83.3% |
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 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