-16.7%
FDS vs FGI
-70.6%
+53.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.7% |
| 7D | -0.5% | -7.0% | +6.4% | -0.4% |
| 30D | +20.2% | -4.2% | +24.4% | +20.2% |
| 3M | +19.9% | +55.6% | -35.7% | +18.2% |
| 6M | +56.2% | -3.2% | +59.3% | +54.5% |
| YTD | +14.6% | +29.1% | -14.6% | +12.1% |
| 1Y | +31.6% | +51.0% | -19.4% | +28.4% |
| 3Y | -23.8% | +1.5% | -25.3% | -26.0% |
| All | -16.7% | -70.6% | +53.9% | -17.8% |
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 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