+492.6%
GEV vs FGI
-1.1%
+493.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.5% |
| 7D | -9.8% | -7.0% | -2.8% | -9.7% |
| 30D | -22.3% | -4.2% | -18.1% | -22.3% |
| 3M | -22.6% | +55.6% | -78.2% | -23.2% |
| 6M | -30.7% | -3.2% | -27.6% | -31.1% |
| YTD | +18.7% | +29.1% | -10.4% | +16.3% |
| 1Y | +41.0% | +51.0% | -9.9% | +38.5% |
| All | +492.6% | -1.1% | +493.7% | +517.8% |
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