+78.3%
GM vs FGI
-70.0%
+148.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | +7.2% | -3.4% | +10.6% | +7.2% |
| 3M | +1.0% | +61.8% | -60.7% | -0.1% |
| 6M | +13.0% | +17.0% | -4.0% | +12.0% |
| YTD | +9.8% | +31.4% | -21.6% | +7.5% |
| 1Y | +25.9% | +42.7% | -16.8% | +22.9% |
| 3Y | +240.4% | -0.1% | +240.5% | +229.8% |
| All | +78.3% | -70.0% | +148.3% | +80.7% |
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