+31.8%
FFIV vs FGI
+45.2%
-13.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.2% | -4.1% | -0.1% | -4.1% |
| 30D | -33.9% | -3.4% | -30.5% | -33.9% |
| 3M | -22.6% | +61.8% | -84.4% | -22.8% |
| 6M | -10.4% | +17.0% | -27.4% | -10.3% |
| YTD | +24.3% | +31.4% | -7.1% | +23.9% |
| 1Y | +31.8% | +42.7% | -10.9% | +29.5% |
| All | +31.8% | +45.2% | -13.4% | +29.5% |
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