-13.9%
AUR vs FGI
-74.8%
+60.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -25.2% | +22.0% | -2.3% |
| 7D | -4.5% | -14.4% | +9.9% | -4.1% |
| 30D | -16.6% | -11.8% | -4.9% | -16.5% |
| 3M | -38.5% | -46.2% | +7.8% | -37.3% |
| 6M | -49.9% | +5.2% | -55.1% | -51.6% |
| YTD | +9.6% | +10.5% | -0.9% | +2.5% |
| 1Y | +1.2% | +25.5% | -24.3% | -7.0% |
| 3Y | +128.8% | -16.0% | +144.8% | +105.4% |
| All | -13.9% | -74.8% | +60.9% | -13.1% |
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