+585.1%
DELL vs FGI
-74.8%
+659.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -25.2% | +18.0% | -6.6% |
| 7D | +4.9% | -14.4% | +19.3% | +5.2% |
| 30D | -32.1% | -11.8% | -20.3% | -31.9% |
| 3M | -30.2% | -46.2% | +16.0% | -29.5% |
| 6M | +41.7% | +5.2% | +36.5% | +39.7% |
| YTD | +176.6% | +10.5% | +166.1% | +170.3% |
| 1Y | +159.9% | +25.5% | +134.4% | +153.5% |
| 3Y | +388.0% | -16.0% | +404.0% | +375.4% |
| All | +585.1% | -74.8% | +659.9% | +584.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling