+153.0%
C vs FGI
-70.4%
+223.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.4% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | +0.1% | +65.4% | -65.3% | -1.8% |
| 3M | +2.4% | +23.5% | -21.1% | +0.9% |
| 6M | +24.9% | +60.5% | -35.6% | +21.2% |
| YTD | +19.8% | +30.0% | -10.2% | +16.7% |
| 1Y | +44.9% | +82.1% | -37.2% | +38.7% |
| 3Y | +263.0% | -4.4% | +267.4% | +249.9% |
| All | +153.0% | -70.4% | +223.3% | +146.2% |
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