+50.1%
BG vs FGI
+81.8%
-31.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +12.0% | +65.4% | -53.4% | +10.7% |
| 3M | -7.7% | +23.5% | -31.2% | -8.5% |
| 6M | +4.5% | +60.5% | -56.0% | +2.3% |
| YTD | +35.7% | +30.0% | +5.7% | +33.4% |
| 1Y | +50.1% | +82.1% | -32.0% | +42.9% |
| All | +50.1% | +81.8% | -31.8% | +42.9% |
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