-28.7%
DOW vs FGI
-70.6%
+41.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -9.5% | -7.0% | -2.6% | -9.5% |
| 30D | +13.1% | -4.2% | +17.3% | +13.1% |
| 3M | +4.8% | +55.6% | -50.8% | +4.3% |
| 6M | -16.7% | -3.2% | -13.5% | -16.9% |
| YTD | +38.9% | +29.1% | +9.7% | +37.8% |
| 1Y | +48.3% | +51.0% | -2.7% | +46.5% |
| 3Y | -24.4% | +1.5% | -25.9% | -25.5% |
| All | -28.7% | -70.6% | +41.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling