+133.7%
B vs FGI
-70.3%
+204.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +4.3% | -11.6% | +15.9% | +4.5% |
| 30D | -0.9% | -3.3% | +2.4% | -0.9% |
| 3M | -1.4% | +65.6% | -66.9% | -3.3% |
| 6M | +5.0% | -2.8% | +7.8% | +3.8% |
| YTD | -5.8% | +30.1% | -36.0% | -8.8% |
| 1Y | +25.6% | +50.2% | -24.6% | +20.9% |
| 3Y | +161.6% | -0.4% | +162.0% | +145.7% |
| All | +133.7% | -70.3% | +204.1% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling