+40.7%
DGX vs FGI
+17.8%
+23.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | 0.0% |
| 7D | +1.6% | -14.4% | +16.0% | +1.6% |
| 30D | +11.2% | -11.8% | +23.0% | +11.2% |
| 3M | +10.4% | -46.2% | +56.6% | +10.5% |
| 6M | +37.1% | +5.2% | +31.9% | +37.2% |
| YTD | +52.1% | +10.5% | +41.6% | +52.0% |
| 1Y | +40.7% | +25.5% | +15.2% | +40.3% |
| All | +40.7% | +17.8% | +23.0% | +40.3% |
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 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