+18.3%
BG vs FGI
+8.1%
+10.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | +0.8% |
| 7D | +3.7% | +22.8% | -19.1% | +3.5% |
| 30D | +12.3% | +85.9% | -73.6% | +11.3% |
| 3M | -2.2% | +32.4% | -34.6% | -2.9% |
| 6M | +5.3% | +106.3% | -101.0% | +3.7% |
| YTD | +42.4% | +48.4% | -6.0% | +40.6% |
| 1Y | +55.2% | +116.4% | -61.2% | +51.1% |
| All | +18.3% | +8.1% | +10.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling