+3.7%
FERG vs FGI
+41.8%
-38.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +7.2% | -4.1% | +11.3% | +7.3% |
| 30D | +17.9% | -3.4% | +21.3% | +17.9% |
| 3M | -1.3% | +61.8% | -63.0% | -3.4% |
| 6M | +8.3% | +17.0% | -8.7% | +6.5% |
| YTD | +18.3% | +31.4% | -13.1% | +13.5% |
| All | +3.7% | +41.8% | -38.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling