+79.8%
BP vs FGI
-70.6%
+150.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -11.6% | -7.0% | -4.7% | -11.6% |
| 30D | 0.0% | -4.2% | +4.3% | +0.1% |
| 3M | +6.7% | +55.6% | -48.9% | +6.0% |
| 6M | +2.2% | -3.2% | +5.3% | +1.8% |
| YTD | +33.0% | +29.1% | +3.9% | +31.4% |
| 1Y | +30.7% | +51.0% | -20.3% | +28.1% |
| 3Y | +44.2% | +1.5% | +42.7% | +37.2% |
| All | +79.8% | -70.6% | +150.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling