+43.6%
FFIV vs FGI
-66.3%
+110.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +1.9% | +13.5% | -11.6% | +1.7% |
| 30D | -33.3% | +17.1% | -50.4% | -33.5% |
| 3M | -24.9% | +78.0% | -102.9% | -26.0% |
| 6M | -10.5% | +46.4% | -57.0% | -11.8% |
| YTD | +24.4% | +47.7% | -23.3% | +21.6% |
| 1Y | +32.3% | +56.8% | -24.5% | +28.6% |
| 3Y | +99.7% | +12.3% | +87.4% | +91.8% |
| All | +43.6% | -66.3% | +110.0% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling