+380.7%
GFI vs FGI
-69.8%
+450.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +5.7% | +5.2% | +0.5% | +5.6% |
| 30D | +15.6% | +65.2% | -49.6% | +13.4% |
| 3M | +31.5% | +30.2% | +1.3% | +29.4% |
| 6M | -3.7% | +87.8% | -91.5% | -7.6% |
| YTD | +11.2% | +32.5% | -21.2% | +7.6% |
| 1Y | +36.4% | +93.6% | -57.2% | +28.6% |
| 3Y | +313.5% | -2.6% | +316.1% | +287.7% |
| All | +380.7% | -69.8% | +450.5% | +375.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling