+27.4%
BP vs FGI
+50.2%
-22.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.3% | +1.6% |
| 7D | -0.8% | +6.9% | -7.6% | -0.7% |
| 30D | -3.1% | +3.9% | -7.1% | -3.1% |
| 3M | +6.2% | +74.3% | -68.1% | +8.2% |
| 6M | +4.8% | +28.9% | -24.1% | +6.2% |
| YTD | +35.2% | +39.1% | -4.0% | +41.8% |
| 1Y | +27.4% | +49.3% | -21.9% | +35.3% |
| All | +27.4% | +50.2% | -22.7% | +35.3% |
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 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