+72.5%
GM vs FGI
-69.8%
+142.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.3% |
| 7D | +0.4% | +5.2% | -4.8% | +0.3% |
| 30D | -1.8% | +65.2% | -67.0% | -3.0% |
| 3M | +2.6% | +30.2% | -27.5% | +1.6% |
| 6M | +14.6% | +87.8% | -73.3% | +11.7% |
| YTD | +6.2% | +32.5% | -26.3% | +4.1% |
| 1Y | +48.7% | +93.6% | -44.9% | +42.8% |
| 3Y | +168.3% | -2.6% | +170.9% | +160.4% |
| All | +72.5% | -69.8% | +142.3% | +74.8% |
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