+425.7%
DELL vs FGI
+12.3%
+413.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +17.1% | +13.5% | +3.6% | +16.9% |
| 30D | -35.1% | +17.1% | -52.2% | -35.2% |
| 3M | -23.3% | +78.0% | -101.3% | -24.4% |
| 6M | +55.8% | +46.4% | +9.4% | +53.8% |
| YTD | +198.0% | +47.7% | +150.3% | +193.2% |
| 1Y | +166.6% | +56.8% | +109.8% | +162.8% |
| All | +425.7% | +12.3% | +413.4% | +422.0% |
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