+79.2%
EOG vs FGI
-66.3%
+145.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +1.1% |
| 7D | +7.4% | +13.5% | -6.1% | +7.3% |
| 30D | +2.3% | +17.1% | -14.8% | +2.1% |
| 3M | +9.5% | +78.0% | -68.6% | +8.2% |
| 6M | +17.7% | +46.4% | -28.8% | +16.5% |
| YTD | +52.9% | +47.7% | +5.2% | +50.0% |
| 1Y | +47.7% | +56.8% | -9.1% | +43.7% |
| 3Y | +41.1% | +12.3% | +28.9% | +33.9% |
| All | +79.2% | -66.3% | +145.5% | +72.7% |
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 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