+200.4%
B vs FGI
-4.4%
+204.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.8% | -2.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | +65.4% | -56.0% | +7.5% |
| 3M | +5.0% | +23.5% | -18.5% | +3.6% |
| 6M | -3.5% | +60.5% | -64.1% | -6.7% |
| YTD | +4.5% | +30.0% | -25.5% | +1.5% |
| 1Y | +67.8% | +82.1% | -14.3% | +60.0% |
| All | +200.4% | -4.4% | +204.8% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling