-17.1%
FDS vs FGI
-70.0%
+52.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | +13.5% | -3.4% | +16.9% | +13.5% |
| 3M | +15.2% | +61.8% | -46.6% | +13.5% |
| 6M | +47.0% | +17.0% | +30.0% | +45.2% |
| YTD | +13.9% | +31.4% | -17.5% | +11.4% |
| 1Y | +25.2% | +42.7% | -17.5% | +22.2% |
| 3Y | -25.3% | -0.1% | -25.2% | -27.4% |
| All | -17.1% | -70.0% | +52.9% | -18.3% |
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