-2.3%
BR vs FGI
-4.4%
+2.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -10.9% | -3.4% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | +6.4% | +65.4% | -59.0% | +6.1% |
| 3M | +13.6% | +23.5% | -9.9% | +13.2% |
| 6M | -6.7% | +60.5% | -67.2% | -7.0% |
| YTD | -21.1% | +30.0% | -51.1% | -21.3% |
| 1Y | -29.6% | +82.1% | -111.6% | -29.5% |
| All | -2.3% | -4.4% | +2.0% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling