-25.6%
DOW vs FGI
-3.2%
-22.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -9.4% | -1.4% | -8.0% | -9.4% |
| 30D | +8.9% | -3.2% | +12.2% | +8.9% |
| 3M | +6.7% | +64.1% | -57.4% | +6.7% |
| 6M | -14.2% | +17.2% | -31.4% | -14.2% |
| YTD | +36.9% | +31.6% | +5.3% | +37.0% |
| 1Y | +45.8% | +45.1% | +0.7% | +45.7% |
| All | -25.6% | -3.2% | -22.4% | -24.3% |
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 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