-56.6%
FPS vs FGI
+1.9%
-58.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | 0.0% | -18.8% | -18.8% |
| 7D | -35.8% | -11.6% | -24.2% | -35.7% |
| 30D | -56.0% | -3.3% | -52.7% | -55.9% |
| 3M | -52.7% | +65.6% | -118.3% | -53.7% |
| 6M | -56.6% | -2.8% | -53.8% | -52.3% |
| All | -56.6% | +1.9% | -58.5% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling