+47.0%
BG vs FGI
-66.8%
+113.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.7% |
| 7D | +3.1% | +12.1% | -9.0% | +3.0% |
| 30D | +10.2% | +75.7% | -65.5% | +8.5% |
| 3M | -1.7% | +31.7% | -33.4% | -2.8% |
| 6M | +1.0% | +111.5% | -110.5% | -1.8% |
| YTD | +39.9% | +45.8% | -5.9% | +36.8% |
| 1Y | +53.2% | +112.5% | -59.3% | +46.0% |
| 3Y | +16.3% | +8.5% | +7.8% | +11.8% |
| All | +47.0% | -66.8% | +113.8% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling