+46.0%
F vs FGI
-4.4%
+50.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +1.4% |
| 7D | +5.3% | +0.5% | +4.8% | +5.3% |
| 30D | +4.6% | +65.4% | -60.8% | +3.9% |
| 3M | -3.7% | +23.5% | -27.2% | -4.2% |
| 6M | +16.8% | +60.5% | -43.7% | +16.0% |
| YTD | +15.3% | +30.0% | -14.7% | +14.4% |
| 1Y | +31.0% | +82.1% | -51.1% | +30.8% |
| All | +46.0% | -4.4% | +50.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling