-66.7%
BAX vs FGI
-70.6%
+3.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | +12.1% | -7.0% | +19.1% | +12.1% |
| 30D | +7.6% | -4.2% | +11.8% | +7.6% |
| 3M | -4.5% | +55.6% | -60.1% | -4.6% |
| 6M | +52.0% | -3.2% | +55.2% | +51.7% |
| YTD | +35.1% | +29.1% | +6.0% | +35.0% |
| 1Y | +43.7% | +51.0% | -7.3% | +43.6% |
| 3Y | -20.9% | +1.5% | -22.5% | -20.1% |
| All | -66.7% | -70.6% | +3.9% | -66.3% |
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 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