+9.2%
D vs FGI
-70.6%
+79.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +3.0% | -7.0% | +9.9% | +2.9% |
| 30D | +11.5% | -4.2% | +15.7% | +11.5% |
| 3M | +3.7% | +55.6% | -51.9% | +4.2% |
| 6M | +13.5% | -3.2% | +16.7% | +13.7% |
| YTD | +20.7% | +29.1% | -8.4% | +21.8% |
| 1Y | +18.2% | +51.0% | -32.7% | +19.6% |
| 3Y | +73.3% | +1.5% | +71.8% | +77.9% |
| All | +9.2% | -70.6% | +79.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling