-14.9%
FDS vs FGI
-68.3%
+53.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.1% | +2.7% |
| 7D | -2.1% | +6.9% | -9.0% | -2.2% |
| 30D | +16.0% | +3.9% | +12.1% | +15.9% |
| 3M | +18.8% | +74.3% | -55.5% | +17.0% |
| 6M | +54.1% | +28.9% | +25.2% | +52.0% |
| YTD | +17.0% | +39.1% | -22.1% | +14.4% |
| 1Y | +25.5% | +49.3% | -23.8% | +22.4% |
| 3Y | -23.3% | +5.7% | -29.0% | -25.4% |
| All | -14.9% | -68.3% | +53.4% | -16.1% |
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