-16.7%
GFI vs FGI
+25.3%
-42.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.5% |
| 7D | +2.2% | +6.9% | -4.7% | +2.3% |
| 30D | +2.2% | +3.9% | -1.8% | +2.3% |
| 3M | -4.6% | +74.3% | -78.9% | -3.8% |
| 6M | -16.7% | +28.9% | -45.7% | -16.2% |
| All | -16.7% | +25.3% | -42.0% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling