-0.1%
GOOG vs FGI
+50.2%
-50.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +2.0% |
| 7D | +1.2% | +6.9% | -5.7% | +1.1% |
| 30D | -16.7% | +3.9% | -20.6% | -16.7% |
| 3M | -15.2% | +74.3% | -89.5% | -16.4% |
| 6M | -24.8% | +28.9% | -53.7% | -25.6% |
| YTD | -7.2% | +39.1% | -46.3% | -10.2% |
| 1Y | -0.1% | +49.3% | -49.5% | -5.1% |
| All | -0.1% | +50.2% | -50.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling