+87.6%
DGX vs FGI
-69.8%
+157.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.3% | +5.2% | -5.5% | -0.3% |
| 30D | -1.2% | +65.2% | -66.4% | -1.2% |
| 3M | +19.9% | +30.2% | -10.3% | +19.9% |
| 6M | +19.2% | +87.8% | -68.6% | +19.3% |
| YTD | +37.5% | +32.5% | +5.0% | +37.5% |
| 1Y | +31.3% | +93.6% | -62.3% | +31.4% |
| 3Y | +96.6% | -2.6% | +99.2% | +97.7% |
| All | +87.6% | -69.8% | +157.4% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling