-38.2%
FRSH vs FGI
-70.4%
+32.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.5% | -12.3% | -5.0% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | +10.5% | +65.4% | -54.9% | +6.3% |
| 3M | +32.7% | +23.5% | +9.2% | +28.5% |
| 6M | +50.3% | +60.5% | -10.2% | +41.9% |
| YTD | +3.9% | +30.0% | -26.1% | -1.2% |
| 1Y | -2.2% | +82.1% | -84.2% | -10.2% |
| 3Y | -42.9% | -4.4% | -38.5% | -46.8% |
| All | -38.2% | -70.4% | +32.1% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling