+382.8%
GFI vs FGI
-70.4%
+453.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.7% |
| 7D | +3.1% | +0.5% | +2.6% | +3.1% |
| 30D | +27.1% | +65.4% | -38.3% | +24.6% |
| 3M | +21.2% | +23.5% | -2.3% | +19.4% |
| 6M | -4.5% | +60.5% | -65.0% | -8.0% |
| YTD | +11.7% | +30.0% | -18.3% | +8.1% |
| 1Y | +46.0% | +82.1% | -36.0% | +38.0% |
| 3Y | +309.6% | -4.4% | +313.9% | +284.1% |
| All | +382.8% | -70.4% | +453.2% | +377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling