+57.5%
DIA vs FGI
+1.5%
+56.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.9% | -7.0% | +6.0% | -0.9% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | -4.5% | +55.6% | -60.1% | -4.8% |
| 6M | +3.4% | -3.2% | +6.5% | +3.1% |
| YTD | +7.8% | +29.1% | -21.3% | +7.2% |
| 1Y | +10.7% | +51.0% | -40.2% | +10.2% |
| 3Y | +57.5% | +1.5% | +56.0% | +60.0% |
| All | +57.5% | +1.5% | +56.0% | +60.0% |
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