-24.7%
DOW vs FGI
-66.3%
+41.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +1.8% |
| 7D | +3.7% | +13.5% | -9.8% | +3.6% |
| 30D | +16.3% | +17.1% | -0.8% | +16.2% |
| 3M | +9.7% | +78.0% | -68.3% | +9.0% |
| 6M | -14.1% | +46.4% | -60.5% | -14.6% |
| YTD | +46.6% | +47.7% | -1.1% | +45.4% |
| 1Y | +56.8% | +56.8% | 0.0% | +55.1% |
| 3Y | -20.4% | +12.3% | -32.6% | -21.5% |
| All | -24.7% | -66.3% | +41.6% | -25.3% |
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 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