+940.7%
DELL vs FGI
-70.4%
+1,011.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.4% |
| 7D | +14.9% | +0.5% | +14.3% | +14.8% |
| 30D | +13.3% | +65.4% | -52.1% | +11.0% |
| 3M | +24.4% | +23.5% | +0.9% | +22.4% |
| 6M | +258.0% | +60.5% | +197.5% | +248.0% |
| YTD | +320.2% | +30.0% | +290.2% | +309.6% |
| 1Y | +319.1% | +82.1% | +237.0% | +302.3% |
| 3Y | +706.5% | -4.4% | +710.9% | +684.8% |
| All | +940.7% | -70.4% | +1,011.1% | +936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling