+14.4%
FIX vs FGI
+38.7%
-24.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.0% | -10.1% | -15.0% |
| 7D | -18.9% | +3.3% | -22.3% | -18.9% |
| 30D | -36.3% | -2.0% | -34.2% | -36.3% |
| 3M | -38.5% | +60.3% | -98.8% | -39.9% |
| 6M | -42.3% | +0.7% | -43.0% | -42.6% |
| YTD | +17.1% | +30.2% | -13.1% | +8.8% |
| 1Y | +14.4% | +44.4% | -30.0% | -0.5% |
| All | +14.4% | +38.7% | -24.3% | -0.5% |
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