+10.8%
D vs FGI
-70.3%
+81.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +6.9% | -11.6% | +18.5% | +6.9% |
| 30D | +12.3% | -3.3% | +15.6% | +12.3% |
| 3M | +3.0% | +65.6% | -62.5% | +3.6% |
| 6M | +12.8% | -2.8% | +15.6% | +13.0% |
| YTD | +22.6% | +30.1% | -7.6% | +23.7% |
| 1Y | +21.7% | +50.2% | -28.5% | +23.0% |
| 3Y | +83.9% | -0.4% | +84.4% | +88.9% |
| All | +10.8% | -70.3% | +81.2% | +14.4% |
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