+22.4%
BAC vs FGI
-70.6%
+92.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.2% | -7.0% | +5.8% | -1.1% |
| 30D | -7.7% | -4.2% | -3.4% | -7.6% |
| 3M | -21.2% | +55.6% | -76.8% | -21.9% |
| 6M | -6.8% | -3.2% | -3.7% | -7.3% |
| YTD | -8.7% | +29.1% | -37.8% | -10.1% |
| 1Y | -5.3% | +51.0% | -56.3% | -7.1% |
| 3Y | +87.4% | +1.5% | +85.9% | +83.3% |
| All | +22.4% | -70.6% | +92.9% | +21.6% |
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