-10.1%
DT vs FGI
-70.0%
+60.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -7.5% | -4.1% | -3.4% | -7.5% |
| 30D | -31.5% | -3.4% | -28.2% | -31.5% |
| 3M | -14.0% | +61.8% | -75.8% | -15.1% |
| 6M | +6.9% | +17.0% | -10.2% | +5.7% |
| YTD | +0.3% | +31.4% | -31.1% | -1.7% |
| 1Y | -6.9% | +42.7% | -49.6% | -9.4% |
| 3Y | -13.9% | -0.1% | -13.8% | -16.9% |
| All | -10.1% | -70.0% | +60.0% | -3.6% |
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