+76.9%
BP vs FGI
-70.4%
+147.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.5% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +7.6% | +65.4% | -57.8% | +6.8% |
| 3M | +0.7% | +23.5% | -22.8% | +0.2% |
| 6M | +15.5% | +60.5% | -45.0% | +13.8% |
| YTD | +30.8% | +30.0% | +0.8% | +29.3% |
| 1Y | +34.3% | +82.1% | -47.8% | +28.9% |
| 3Y | +35.1% | -4.4% | +39.4% | +28.9% |
| All | +76.9% | -70.4% | +147.3% | +70.9% |
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