+44.6%
BAX vs FGI
+50.2%
-5.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.3% |
| 7D | -0.6% | +6.9% | -7.5% | -0.6% |
| 30D | +6.3% | +3.9% | +2.4% | +6.3% |
| 3M | -4.6% | +74.3% | -78.8% | -4.7% |
| 6M | +50.4% | +28.9% | +21.4% | +49.9% |
| YTD | +38.0% | +39.1% | -1.1% | +38.2% |
| 1Y | +44.6% | +49.3% | -4.7% | +42.3% |
| All | +44.6% | +50.2% | -5.6% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling