+960.1%
DELL vs FGI
-69.8%
+1,029.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +25.6% | +5.2% | +20.5% | +25.5% |
| 30D | +17.7% | +65.2% | -47.6% | +15.3% |
| 3M | +33.4% | +30.2% | +3.3% | +31.2% |
| 6M | +266.2% | +87.8% | +178.4% | +255.1% |
| YTD | +328.0% | +32.5% | +295.5% | +317.1% |
| 1Y | +339.6% | +93.6% | +246.0% | +321.4% |
| 3Y | +694.6% | -2.6% | +697.2% | +673.0% |
| All | +960.1% | -69.8% | +1,029.9% | +955.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling