+33.2%
BP vs FGI
+17.8%
+15.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.1% | +0.6% |
| 7D | +3.8% | -14.4% | +18.2% | +3.7% |
| 30D | -5.3% | -11.8% | +6.5% | -5.4% |
| 3M | +9.3% | -46.2% | +55.5% | +8.6% |
| 6M | +7.2% | +5.2% | +2.0% | +8.5% |
| YTD | +38.0% | +10.5% | +27.5% | +44.7% |
| 1Y | +33.2% | +25.5% | +7.7% | +40.4% |
| All | +33.2% | +17.8% | +15.4% | +40.4% |
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