+1,759.7%
FIX vs FGI
-70.4%
+1,830.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.9% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | -7.2% | +65.4% | -72.6% | -8.0% |
| 3M | -15.9% | +23.5% | -39.4% | -16.4% |
| 6M | +12.7% | +60.5% | -47.8% | +10.6% |
| YTD | +72.8% | +30.0% | +42.8% | +69.8% |
| 1Y | +122.9% | +82.1% | +40.8% | +118.5% |
| 3Y | +774.3% | -4.4% | +778.7% | +772.3% |
| All | +1,759.7% | -70.4% | +1,830.0% | +1,802.6% |
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 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