+25.3%
DG vs FGI
+81.8%
-56.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +1.4% |
| 7D | +8.4% | +0.5% | +7.9% | +8.4% |
| 30D | +4.9% | +65.4% | -60.5% | +3.1% |
| 3M | +29.3% | +23.5% | +5.8% | +27.5% |
| 6M | -11.3% | +60.5% | -71.8% | -13.6% |
| YTD | +1.8% | +30.0% | -28.2% | -0.5% |
| 1Y | +25.3% | +82.1% | -56.7% | +22.5% |
| All | +25.3% | +81.8% | -56.5% | +22.5% |
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