+29.4%
AUR vs FGI
-66.2%
+95.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.1% | -3.0% |
| 7D | +0.2% | +22.8% | -22.6% | -0.7% |
| 30D | -8.9% | +85.9% | -94.9% | -13.5% |
| 3M | +4.6% | +32.4% | -27.8% | +0.8% |
| 6M | +44.9% | +106.3% | -61.5% | +32.4% |
| YTD | +64.8% | +48.4% | +16.4% | +53.0% |
| 1Y | +16.4% | +116.4% | -100.0% | +1.3% |
| 3Y | +85.1% | +9.2% | +75.9% | +66.0% |
| All | +29.4% | -66.2% | +95.6% | +29.7% |
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