+50.9%
DUK vs FGI
-66.3%
+117.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.1% |
| 7D | -1.1% | +13.5% | -14.7% | -1.1% |
| 30D | +8.8% | +17.1% | -8.3% | +8.9% |
| 3M | +5.0% | +78.0% | -73.0% | +5.5% |
| 6M | +4.6% | +46.4% | -41.8% | +5.1% |
| YTD | +12.6% | +47.7% | -35.1% | +13.5% |
| 1Y | +7.4% | +56.8% | -49.4% | +8.4% |
| 3Y | +63.1% | +12.3% | +50.8% | +65.9% |
| All | +50.9% | -66.3% | +117.2% | +53.2% |
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