+33.8%
DIS vs FGI
-4.4%
+38.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -1.8% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +3.5% | +65.4% | -61.9% | +2.4% |
| 3M | +6.8% | +23.5% | -16.7% | +5.9% |
| 6M | +3.0% | +60.5% | -57.5% | +1.2% |
| YTD | -6.7% | +30.0% | -36.7% | -8.2% |
| 1Y | -10.1% | +82.1% | -92.1% | -12.4% |
| All | +33.8% | -4.4% | +38.2% | +32.5% |
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