+514.9%
GEV vs FGI
-15.3%
+530.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -25.2% | +23.3% | -1.7% |
| 7D | +3.7% | -14.4% | +18.2% | +3.9% |
| 30D | -14.7% | -11.8% | -2.9% | -14.6% |
| 3M | -23.4% | -46.2% | +22.8% | -23.2% |
| 6M | -24.3% | +5.2% | -29.5% | -24.8% |
| YTD | +23.2% | +10.5% | +12.7% | +20.8% |
| 1Y | +44.2% | +25.5% | +18.7% | +41.7% |
| All | +514.9% | -15.3% | +530.2% | +541.7% |
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