-11.5%
BR vs FGI
+50.2%
-61.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.1% |
| 7D | +1.9% | +6.9% | -5.0% | +1.8% |
| 30D | +15.9% | +3.9% | +12.0% | +15.8% |
| 3M | +13.7% | +74.3% | -60.6% | +12.6% |
| 6M | +31.0% | +28.9% | +2.1% | +29.8% |
| YTD | -12.0% | +39.1% | -51.1% | -12.2% |
| 1Y | -11.5% | +49.3% | -60.8% | -12.4% |
| All | -11.5% | +50.2% | -61.7% | -12.4% |
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