-7.4%
DT vs FGI
-74.8%
+67.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | +0.1% |
| 7D | +3.1% | -14.4% | +17.5% | +3.3% |
| 30D | -29.5% | -11.8% | -17.8% | -29.5% |
| 3M | -11.7% | -46.2% | +34.5% | -11.1% |
| 6M | +29.0% | +5.2% | +23.8% | +27.7% |
| YTD | +3.4% | +10.5% | -7.2% | +1.4% |
| 1Y | -4.2% | +25.5% | -29.7% | -6.7% |
| 3Y | -12.8% | -16.0% | +3.2% | -15.7% |
| All | -7.4% | -74.8% | +67.4% | -0.5% |
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