+1,014.3%
FIX vs FGI
-70.3%
+1,084.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | 0.0% | -11.6% | -11.6% |
| 7D | -27.2% | -11.6% | -15.7% | -27.2% |
| 30D | -46.9% | -3.3% | -43.6% | -46.9% |
| 3M | -44.4% | +65.6% | -110.0% | -44.9% |
| 6M | -50.9% | -2.8% | -48.1% | -51.1% |
| YTD | +3.5% | +30.1% | -26.6% | +1.7% |
| 1Y | -2.1% | +50.2% | -52.3% | -3.7% |
| 3Y | +418.7% | -0.4% | +419.2% | +416.4% |
| All | +1,014.3% | -70.3% | +1,084.7% | +1,039.6% |
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