+144.9%
B vs FGI
-70.0%
+214.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.2% |
| 7D | +11.3% | -1.4% | +12.7% | +11.3% |
| 30D | +2.9% | -3.2% | +6.2% | +3.0% |
| 3M | -2.9% | +64.1% | -67.0% | -4.8% |
| 6M | -1.2% | +17.2% | -18.4% | -2.7% |
| YTD | -1.3% | +31.6% | -32.9% | -4.5% |
| 1Y | +30.4% | +45.1% | -14.7% | +25.6% |
| 3Y | +195.3% | -2.0% | +197.2% | +177.6% |
| All | +144.9% | -70.0% | +214.9% | +134.1% |
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