+365.3%
GFI vs FGI
-66.2%
+431.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.4% | -12.3% | -3.0% |
| 7D | -5.1% | +22.8% | -27.9% | -5.4% |
| 30D | +13.4% | +85.9% | -72.5% | +11.0% |
| 3M | +36.2% | +32.4% | +3.8% | +34.3% |
| 6M | -9.8% | +106.3% | -116.2% | -13.5% |
| YTD | +7.7% | +48.4% | -40.7% | +4.0% |
| 1Y | +27.2% | +116.4% | -89.2% | +19.8% |
| 3Y | +300.3% | +9.2% | +291.1% | +274.7% |
| All | +365.3% | -66.2% | +431.5% | +359.7% |
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