+164.7%
FLR vs FGI
-70.4%
+235.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.9% | -2.4% |
| 7D | +5.4% | +0.5% | +4.9% | +5.4% |
| 30D | +11.4% | +65.4% | -54.0% | +9.5% |
| 3M | +11.4% | +23.5% | -12.1% | +10.0% |
| 6M | +16.6% | +60.5% | -43.9% | +12.9% |
| YTD | +41.7% | +30.0% | +11.7% | +37.8% |
| 1Y | +35.4% | +82.1% | -46.6% | +28.5% |
| 3Y | +57.3% | -4.4% | +61.7% | +51.2% |
| All | +164.7% | -70.4% | +235.0% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling