-66.9%
BAX vs FGI
-70.3%
+3.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +9.1% | -11.6% | +20.7% | +9.1% |
| 30D | +5.3% | -3.3% | +8.6% | +5.3% |
| 3M | -6.1% | +65.6% | -71.7% | -6.2% |
| 6M | +53.3% | -2.8% | +56.1% | +53.0% |
| YTD | +34.4% | +30.1% | +4.3% | +34.3% |
| 1Y | +43.2% | +50.2% | -7.0% | +43.0% |
| 3Y | -20.1% | -0.4% | -19.7% | -19.3% |
| All | -66.9% | -70.3% | +3.5% | -66.5% |
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