+14.7%
D vs FGI
+51.2%
-36.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.8% |
| 7D | -3.1% | +13.5% | -16.6% | -3.1% |
| 30D | +8.4% | +17.1% | -8.7% | +8.4% |
| 3M | +0.2% | +78.0% | -77.8% | +0.3% |
| 6M | +9.5% | +46.4% | -37.0% | +9.5% |
| YTD | +18.8% | +47.7% | -28.9% | +19.6% |
| 1Y | +14.7% | +56.8% | -42.1% | +13.8% |
| All | +14.7% | +51.2% | -36.5% | +13.8% |
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