+98.1%
BKR vs FGI
-74.8%
+172.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.4% | +1.5% |
| 7D | +3.8% | -14.4% | +18.2% | +3.9% |
| 30D | -10.3% | -11.8% | +1.5% | -10.2% |
| 3M | -21.7% | -46.2% | +24.5% | -21.2% |
| 6M | -23.8% | +5.2% | -29.0% | -24.7% |
| YTD | +10.3% | +10.5% | -0.3% | +7.6% |
| 1Y | +5.7% | +25.5% | -19.8% | +2.3% |
| 3Y | +52.6% | -16.0% | +68.6% | +45.2% |
| All | +98.1% | -74.8% | +172.9% | +96.3% |
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 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