+102.1%
DGX vs FGI
+1.5%
+100.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +1.5% | -7.0% | +8.5% | +1.5% |
| 30D | +12.6% | -4.2% | +16.8% | +12.6% |
| 3M | +7.6% | +55.6% | -48.0% | +8.0% |
| 6M | +36.2% | -3.2% | +39.4% | +36.6% |
| YTD | +49.8% | +29.1% | +20.7% | +50.9% |
| 1Y | +47.3% | +51.0% | -3.7% | +48.8% |
| 3Y | +102.1% | +1.5% | +100.5% | +108.8% |
| All | +102.1% | +1.5% | +100.5% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling