+427.6%
AU vs FGI
-70.6%
+498.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.0% |
| 7D | +16.5% | -7.0% | +23.5% | +16.7% |
| 30D | +3.3% | -4.2% | +7.5% | +3.3% |
| 3M | +6.8% | +55.6% | -48.8% | +4.6% |
| 6M | -3.9% | -3.2% | -0.8% | -5.0% |
| YTD | +12.9% | +29.1% | -16.2% | +9.0% |
| 1Y | +43.5% | +51.0% | -7.5% | +37.5% |
| 3Y | +445.5% | +1.5% | +444.0% | +404.5% |
| All | +427.6% | -70.6% | +498.2% | +411.5% |
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