+66.0%
EOG vs FGI
-70.4%
+136.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.6% |
| 7D | +1.3% | +0.5% | +0.7% | +1.3% |
| 30D | +8.2% | +65.4% | -57.2% | +7.0% |
| 3M | +3.8% | +23.5% | -19.7% | +3.1% |
| 6M | +15.3% | +60.5% | -45.2% | +12.7% |
| YTD | +41.7% | +30.0% | +11.7% | +39.2% |
| 1Y | +23.6% | +82.1% | -58.5% | +17.2% |
| 3Y | +23.3% | -4.4% | +27.7% | +17.2% |
| All | +66.0% | -70.4% | +136.4% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling