+64.5%
DVA vs FGI
-69.8%
+134.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.1% |
| 7D | +2.2% | +5.2% | -2.9% | +2.3% |
| 30D | -2.0% | +65.2% | -67.2% | -0.8% |
| 3M | -6.3% | +30.2% | -36.4% | -5.3% |
| 6M | +19.4% | +87.8% | -68.4% | +21.9% |
| YTD | +58.5% | +32.5% | +26.0% | +61.2% |
| 1Y | +33.9% | +93.6% | -59.7% | +37.9% |
| 3Y | +88.4% | -2.6% | +91.0% | +95.4% |
| All | +64.5% | -69.8% | +134.3% | +68.2% |
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