-27.6%
FDS vs FGI
-4.4%
-23.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -11.1% | -3.6% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | +9.0% | +65.4% | -56.4% | +7.9% |
| 3M | +18.9% | +23.5% | -4.6% | +17.7% |
| 6M | +35.1% | +60.5% | -25.4% | +32.9% |
| YTD | +5.5% | +30.0% | -24.5% | +3.9% |
| 1Y | -16.8% | +82.1% | -98.9% | -18.0% |
| All | -27.6% | -4.4% | -23.2% | -27.8% |
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