+77.5%
FDX vs FGI
-70.3%
+147.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +2.9% | -11.6% | +14.5% | +3.1% |
| 30D | +9.6% | -3.3% | +12.9% | +9.6% |
| 3M | +2.4% | +65.6% | -63.2% | +0.3% |
| 6M | +9.2% | -2.8% | +12.0% | +7.6% |
| YTD | +37.7% | +30.1% | +7.6% | +34.3% |
| 1Y | +56.1% | +50.2% | +6.0% | +51.7% |
| 3Y | +68.9% | -0.4% | +69.4% | +64.5% |
| All | +77.5% | -70.3% | +147.8% | +74.4% |
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