+6.0%
BG vs FGI
+38.7%
-32.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.5% |
| 7D | -3.8% | +3.3% | -7.1% | -3.8% |
| 30D | -9.6% | -2.0% | -7.6% | -9.6% |
| 3M | -8.5% | +60.3% | -68.8% | -9.0% |
| 6M | -23.0% | +0.7% | -23.8% | -23.3% |
| YTD | +10.9% | +30.2% | -19.3% | +10.6% |
| 1Y | +6.0% | +44.4% | -38.4% | +4.0% |
| All | +6.0% | +38.7% | -32.7% | +4.0% |
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