+21.0%
BR vs FGI
-69.8%
+90.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -5.9% | +5.2% | -11.1% | -6.0% |
| 30D | +1.9% | +65.2% | -63.3% | +1.1% |
| 3M | +14.7% | +30.2% | -15.5% | +13.8% |
| 6M | -12.8% | +87.8% | -100.6% | -13.9% |
| YTD | -23.0% | +32.5% | -55.5% | -23.8% |
| 1Y | -31.7% | +93.6% | -125.3% | -32.9% |
| 3Y | -4.8% | -2.6% | -2.2% | -6.0% |
| All | +21.0% | -69.8% | +90.8% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling