+137.2%
FFIV vs FGI
-4.4%
+141.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -5.1% | +65.4% | -70.5% | -5.9% |
| 3M | -4.5% | +23.5% | -28.0% | -5.0% |
| 6M | +36.5% | +60.5% | -24.1% | +34.4% |
| YTD | +53.0% | +30.0% | +23.0% | +51.0% |
| 1Y | +24.2% | +82.1% | -57.8% | +21.2% |
| All | +137.2% | -4.4% | +141.6% | +135.6% |
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