+48.8%
BG vs FGI
-69.8%
+118.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.3% |
| 7D | +2.4% | +5.2% | -2.8% | +2.3% |
| 30D | +15.0% | +65.2% | -50.2% | +13.4% |
| 3M | -0.7% | +30.2% | -30.8% | -1.8% |
| 6M | +7.5% | +87.8% | -80.3% | +4.6% |
| YTD | +41.6% | +32.5% | +9.1% | +38.6% |
| 1Y | +50.7% | +93.6% | -42.9% | +43.7% |
| 3Y | +20.3% | -2.6% | +22.9% | +15.9% |
| All | +48.8% | -69.8% | +118.6% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling