-44.7%
FRSH vs FGI
-6.2%
-38.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.0% |
| 7D | -10.1% | +5.2% | -15.3% | -10.2% |
| 30D | +2.2% | +65.2% | -63.0% | -0.5% |
| 3M | +28.6% | +30.2% | -1.6% | +25.5% |
| 6M | +40.2% | +87.8% | -47.6% | +35.3% |
| YTD | -1.2% | +32.5% | -33.7% | -4.2% |
| 1Y | -7.9% | +93.6% | -101.5% | -11.1% |
| 3Y | -44.7% | -2.6% | -42.2% | -45.1% |
| All | -44.7% | -6.2% | -38.5% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling