-26.1%
DOW vs FGI
-68.3%
+42.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.3% |
| 7D | -0.5% | +6.9% | -7.4% | -0.5% |
| 30D | +15.7% | +3.9% | +11.8% | +15.7% |
| 3M | +5.3% | +74.3% | -69.0% | +4.7% |
| 6M | -14.2% | +28.9% | -43.2% | -14.6% |
| YTD | +43.9% | +39.1% | +4.8% | +42.7% |
| 1Y | +53.1% | +49.3% | +3.7% | +51.4% |
| 3Y | -21.8% | +5.7% | -27.6% | -22.9% |
| All | -26.1% | -68.3% | +42.2% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling