+172.1%
DELL vs FGI
+50.2%
+122.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.9% | +5.9% | +11.6% |
| 7D | +0.4% | +6.9% | -6.5% | +0.2% |
| 30D | -35.1% | +3.9% | -39.1% | -35.2% |
| 3M | -15.1% | +74.3% | -89.4% | -17.7% |
| 6M | +51.7% | +28.9% | +22.8% | +48.4% |
| YTD | +200.0% | +39.1% | +160.9% | +187.0% |
| 1Y | +172.1% | +49.3% | +122.8% | +161.7% |
| All | +172.1% | +50.2% | +122.0% | +161.7% |
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 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