-42.4%
FRSH vs FGI
-70.0%
+27.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -16.0% | -4.1% | -11.9% | -15.9% |
| 30D | -14.7% | -3.4% | -11.3% | -14.6% |
| 3M | -0.8% | +61.8% | -62.6% | -4.7% |
| 6M | +34.5% | +17.0% | +17.5% | +30.0% |
| YTD | -3.0% | +31.4% | -34.4% | -8.0% |
| 1Y | +4.9% | +42.7% | -37.8% | -1.3% |
| 3Y | -31.9% | -0.1% | -31.8% | -36.8% |
| All | -42.4% | -70.0% | +27.7% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling