-7.0%
AUR vs FGI
-70.0%
+63.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +6.6% | -4.1% | +10.7% | +6.7% |
| 30D | -22.0% | -3.4% | -18.6% | -21.9% |
| 3M | -34.8% | +61.8% | -96.6% | -37.9% |
| 6M | -35.7% | +17.0% | -52.8% | -38.1% |
| YTD | +18.5% | +31.4% | -12.9% | +10.2% |
| 1Y | +4.4% | +42.7% | -38.3% | -4.3% |
| 3Y | +150.7% | -0.1% | +150.8% | +123.9% |
| All | -7.0% | -70.0% | +63.1% | -6.5% |
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 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