+38.3%
DD vs FGI
+81.8%
-43.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.3% |
| 7D | -3.5% | +0.5% | -4.1% | -3.5% |
| 30D | -10.3% | +65.4% | -75.7% | -11.2% |
| 3M | -7.5% | +23.5% | -31.0% | -8.2% |
| 6M | -8.0% | +60.5% | -68.5% | -9.5% |
| YTD | +10.5% | +30.0% | -19.5% | +8.9% |
| 1Y | +38.3% | +82.1% | -43.8% | +36.4% |
| All | +38.3% | +81.8% | -43.6% | +36.4% |
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 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