+107.6%
DGX vs FGI
-66.3%
+173.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.8% | +0.4% |
| 7D | +1.9% | +13.5% | -11.6% | +1.9% |
| 30D | +12.7% | +17.1% | -4.4% | +12.6% |
| 3M | +9.6% | +78.0% | -68.4% | +9.6% |
| 6M | +37.6% | +46.4% | -8.8% | +37.6% |
| YTD | +52.1% | +47.7% | +4.4% | +52.2% |
| 1Y | +41.3% | +56.8% | -15.5% | +41.4% |
| 3Y | +106.9% | +12.3% | +94.6% | +107.9% |
| All | +107.6% | -66.3% | +173.9% | +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