-13.5%
FDS vs FGI
-70.3%
+56.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.4% | -11.6% | +18.0% | +6.5% |
| 30D | +25.2% | -3.3% | +28.5% | +25.2% |
| 3M | +22.9% | +65.6% | -42.7% | +21.1% |
| 6M | +56.5% | -2.8% | +59.3% | +54.8% |
| YTD | +19.0% | +30.1% | -11.2% | +16.4% |
| 1Y | +32.7% | +50.2% | -17.4% | +29.4% |
| 3Y | -20.4% | -0.4% | -20.0% | -22.6% |
| All | -13.5% | -70.3% | +56.9% | -14.7% |
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