+94.9%
FFIV vs FGI
-16.0%
+110.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -25.2% | +22.5% | -2.4% |
| 7D | -0.5% | -14.4% | +13.9% | -0.4% |
| 30D | -32.4% | -11.8% | -20.6% | -32.3% |
| 3M | -25.7% | -46.2% | +20.6% | -25.3% |
| 6M | -13.5% | +5.2% | -18.7% | -13.9% |
| YTD | +21.1% | +10.5% | +10.6% | +19.7% |
| 1Y | +29.4% | +25.5% | +3.9% | +27.4% |
| 3Y | +94.9% | -16.0% | +110.9% | +94.7% |
| All | +94.9% | -16.0% | +110.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling