+89.4%
DD vs FGI
-16.0%
+105.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.4% |
| 7D | +5.0% | -14.4% | +19.4% | +5.0% |
| 30D | +19.7% | -11.8% | +31.5% | +19.8% |
| 3M | +7.2% | -46.2% | +53.4% | +7.5% |
| 6M | +1.0% | +5.2% | -4.1% | +0.5% |
| YTD | +29.1% | +10.5% | +18.6% | +28.0% |
| 1Y | +28.5% | +25.5% | +3.0% | +27.4% |
| 3Y | +89.4% | -16.0% | +105.4% | +91.7% |
| All | +89.4% | -16.0% | +105.4% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling