+42.3%
DUK vs FGI
-69.8%
+112.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.9% |
| 7D | +0.7% | +5.2% | -4.4% | +0.7% |
| 30D | -2.0% | +65.2% | -67.2% | -1.6% |
| 3M | +0.2% | +30.2% | -30.0% | +0.5% |
| 6M | -6.9% | +87.8% | -94.7% | -6.0% |
| YTD | +6.1% | +32.5% | -26.3% | +7.0% |
| 1Y | +4.4% | +93.6% | -89.2% | +6.0% |
| 3Y | +49.1% | -2.6% | +51.7% | +51.6% |
| All | +42.3% | -69.8% | +112.1% | +44.3% |
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