+20.5%
C vs FGI
+46.9%
-26.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -2.4% | -7.0% | +4.6% | -2.3% |
| 30D | -6.0% | -4.2% | -1.8% | -5.9% |
| 3M | -10.5% | +55.6% | -66.2% | -12.2% |
| 6M | -5.7% | -3.2% | -2.6% | -6.7% |
| YTD | +4.1% | +29.1% | -25.0% | +0.3% |
| 1Y | +20.5% | +51.0% | -30.5% | +13.7% |
| All | +20.5% | +46.9% | -26.4% | +13.7% |
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 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