-14.9%
F vs FGI
-70.3%
+55.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.4% | -11.6% | +13.0% | +1.6% |
| 30D | +2.0% | -3.3% | +5.3% | +2.1% |
| 3M | -10.4% | +65.6% | -75.9% | -12.1% |
| 6M | +9.7% | -2.8% | +12.5% | +8.4% |
| YTD | -1.2% | +30.1% | -31.3% | -3.9% |
| 1Y | 0.0% | +50.2% | -50.1% | -3.2% |
| 3Y | +41.1% | -0.4% | +41.5% | +35.6% |
| All | -14.9% | -70.3% | +55.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling