-14.2%
DOW vs FGI
+25.3%
-39.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.4% |
| 7D | -0.5% | +6.9% | -7.4% | -0.4% |
| 30D | +15.7% | +3.9% | +11.8% | +15.8% |
| 3M | +5.3% | +74.3% | -69.0% | +5.9% |
| 6M | -14.2% | +28.9% | -43.2% | -14.7% |
| All | -14.2% | +25.3% | -39.5% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling