+4.8%
D vs FGI
-70.4%
+75.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.4% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | -2.6% | +65.4% | -68.0% | -2.1% |
| 3M | 0.0% | +23.5% | -23.5% | +0.3% |
| 6M | +7.4% | +60.5% | -53.2% | +8.5% |
| YTD | +15.9% | +30.0% | -14.1% | +16.9% |
| 1Y | +18.1% | +82.1% | -63.9% | +20.4% |
| 3Y | +58.4% | -4.4% | +62.8% | +62.8% |
| All | +4.8% | -70.4% | +75.2% | +8.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling