-10.2%
DT vs FGI
-70.6%
+60.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -24.7% | -7.0% | -17.7% | -24.6% |
| 30D | -27.4% | -4.2% | -23.1% | -27.3% |
| 3M | -11.1% | +55.6% | -66.7% | -12.2% |
| 6M | +13.7% | -3.2% | +16.8% | +12.8% |
| YTD | +0.2% | +29.1% | -28.9% | -1.8% |
| 1Y | -5.7% | +51.0% | -56.7% | -8.3% |
| 3Y | -8.1% | +1.5% | -9.6% | -11.7% |
| All | -10.2% | -70.6% | +60.4% | -3.7% |
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 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