-12.8%
DT vs FGI
-16.0%
+3.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | -0.2% |
| 7D | +3.1% | -14.4% | +17.5% | +3.1% |
| 30D | -29.5% | -11.8% | -17.8% | -29.5% |
| 3M | -11.7% | -46.2% | +34.5% | -11.8% |
| 6M | +29.0% | +5.2% | +23.8% | +29.3% |
| YTD | +3.4% | +10.5% | -7.2% | +4.0% |
| 1Y | -4.2% | +25.5% | -29.7% | -3.4% |
| 3Y | -12.8% | -16.0% | +3.2% | -8.5% |
| All | -12.8% | -16.0% | +3.2% | -8.5% |
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 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