+9.8%
DIA vs FGI
+51.2%
-41.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.4% |
| 7D | +1.6% | +13.5% | -11.9% | +1.5% |
| 30D | +1.2% | +17.1% | -15.9% | +1.1% |
| 3M | -2.4% | +78.0% | -80.4% | -3.1% |
| 6M | +5.7% | +46.4% | -40.8% | +4.9% |
| YTD | +9.9% | +47.7% | -37.8% | +8.4% |
| 1Y | +9.8% | +56.8% | -47.0% | +7.3% |
| All | +9.8% | +51.2% | -41.4% | +7.3% |
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