+39.8%
FFIV vs FGI
-74.8%
+114.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -25.2% | +22.5% | -2.3% |
| 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% | -25.2% |
| 6M | -13.5% | +5.2% | -18.7% | -14.3% |
| YTD | +21.1% | +10.5% | +10.6% | +18.8% |
| 1Y | +29.4% | +25.5% | +3.9% | +26.1% |
| 3Y | +94.9% | -16.0% | +110.9% | +87.9% |
| All | +39.8% | -74.8% | +114.6% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling