+119.0%
FLR vs FGI
-70.6%
+189.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | -0.8% | -7.0% | +6.1% | -0.7% |
| 30D | -9.1% | -4.2% | -4.9% | -9.1% |
| 3M | -4.7% | +55.6% | -60.3% | -6.2% |
| 6M | -14.2% | -3.2% | -11.1% | -15.1% |
| YTD | +17.3% | +29.1% | -11.8% | +14.0% |
| 1Y | +4.3% | +51.0% | -46.7% | +0.7% |
| 3Y | +30.7% | +1.5% | +29.2% | +25.1% |
| All | +119.0% | -70.6% | +189.6% | +118.4% |
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