+43.1%
DE vs FGI
+93.1%
-49.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +0.7% | +5.2% | -4.5% | +0.7% |
| 30D | +9.6% | +65.2% | -55.6% | +10.4% |
| 3M | +19.0% | +30.2% | -11.2% | +19.7% |
| 6M | +16.1% | +87.8% | -71.8% | +16.9% |
| YTD | +47.0% | +32.5% | +14.6% | +48.0% |
| 1Y | +43.1% | +93.6% | -50.4% | +43.9% |
| All | +43.1% | +93.1% | -49.9% | +43.9% |
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