+161.6%
GOOG vs FGI
-69.1%
+230.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.1% |
| 7D | -1.6% | +14.7% | -16.2% | -1.7% |
| 30D | -7.7% | +67.0% | -74.6% | -8.5% |
| 3M | -9.3% | +31.0% | -40.3% | -10.0% |
| 6M | +7.4% | +126.8% | -119.4% | +5.2% |
| YTD | +4.9% | +35.6% | -30.8% | +3.2% |
| 1Y | +37.2% | +108.9% | -71.7% | +34.2% |
| 3Y | +141.6% | -0.3% | +141.9% | +140.3% |
| All | +161.6% | -69.1% | +230.6% | +166.6% |
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