+16.7%
BDX vs FGI
-70.6%
+87.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +7.1% | -7.0% | +14.0% | +7.1% |
| 30D | +17.6% | -4.2% | +21.8% | +17.6% |
| 3M | +20.4% | +55.6% | -35.2% | +19.6% |
| 6M | +48.3% | -3.2% | +51.4% | +47.7% |
| YTD | +41.6% | +29.1% | +12.5% | +40.2% |
| 1Y | +55.7% | +51.0% | +4.8% | +53.9% |
| 3Y | +10.6% | +1.5% | +9.1% | +9.3% |
| All | +16.7% | -70.6% | +87.2% | +15.1% |
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