+291.3%
GFI vs FGI
-68.3%
+359.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.6% |
| 7D | +2.2% | +6.9% | -4.7% | +2.1% |
| 30D | +2.2% | +3.9% | -1.8% | +2.1% |
| 3M | -4.6% | +74.3% | -78.9% | -6.6% |
| 6M | -16.7% | +28.9% | -45.7% | -18.1% |
| YTD | -9.5% | +39.1% | -48.6% | -12.5% |
| 1Y | -6.8% | +49.3% | -56.2% | -10.4% |
| 3Y | +223.7% | +5.7% | +218.0% | +202.5% |
| All | +291.3% | -68.3% | +359.6% | +286.7% |
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 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