-52.7%
FPS vs FGI
+59.9%
-112.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | 0.0% | -18.8% | -18.9% |
| 7D | -35.8% | -11.6% | -24.2% | -35.8% |
| 30D | -56.0% | -3.3% | -52.7% | -56.0% |
| 3M | -52.7% | +65.6% | -118.3% | -52.2% |
| All | -52.7% | +59.9% | -112.6% | -52.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling