-100.0%
DFNS vs FGI
-70.0%
-30.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | -42.8% | -1.4% | -41.4% | -42.8% |
| 30D | -67.6% | -3.2% | -64.3% | -67.5% |
| 3M | -94.9% | +64.1% | -159.0% | -94.8% |
| 6M | -96.7% | +17.2% | -113.9% | -96.7% |
| YTD | -99.6% | +31.6% | -131.2% | -99.6% |
| 1Y | -99.7% | +45.1% | -144.8% | -99.7% |
| 3Y | -100.0% | -2.0% | -98.0% | -100.0% |
| All | -100.0% | -70.0% | -30.0% | -100.0% |
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 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