-2.2%
FRSH vs FGI
+81.8%
-84.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.5% | -12.3% | -4.9% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | +10.5% | +65.4% | -54.9% | +7.0% |
| 3M | +32.7% | +23.5% | +9.2% | +29.0% |
| 6M | +50.3% | +60.5% | -10.2% | +44.2% |
| YTD | +3.9% | +30.0% | -26.1% | +0.2% |
| 1Y | -2.2% | +82.1% | -84.2% | -5.6% |
| All | -2.2% | +81.8% | -84.0% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling