+107.6%
DGX vs FGI
-70.0%
+177.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | +3.5% | -1.4% | +4.9% | +3.5% |
| 30D | +12.4% | -3.2% | +15.7% | +12.4% |
| 3M | +9.3% | +64.1% | -54.8% | +9.3% |
| 6M | +39.7% | +17.2% | +22.5% | +39.7% |
| YTD | +52.2% | +31.6% | +20.6% | +52.2% |
| 1Y | +47.1% | +45.1% | +2.0% | +47.2% |
| 3Y | +108.8% | -2.0% | +110.7% | +110.0% |
| All | +107.6% | -70.0% | +177.6% | +110.6% |
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