+62.2%
FERG vs FGI
-70.4%
+132.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.5% | -5.2% | +2.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | -10.2% | +65.4% | -75.6% | -12.7% |
| 3M | -0.6% | +23.5% | -24.1% | -2.8% |
| 6M | -6.5% | +60.5% | -67.1% | -11.0% |
| YTD | +4.2% | +30.0% | -25.8% | -0.1% |
| 1Y | -2.3% | +82.1% | -84.3% | -9.4% |
| 3Y | +48.5% | -4.4% | +52.9% | +39.0% |
| All | +62.2% | -70.4% | +132.6% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling