+126.2%
GOOG vs FGI
-70.6%
+196.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +2.1% | -7.0% | +9.0% | +2.1% |
| 30D | -18.3% | -4.2% | -14.0% | -18.3% |
| 3M | -20.3% | +55.6% | -75.9% | -21.1% |
| 6M | -28.1% | -3.2% | -24.9% | -28.5% |
| YTD | -9.3% | +29.1% | -38.5% | -10.8% |
| 1Y | -0.2% | +51.0% | -51.2% | -2.0% |
| 3Y | +118.0% | +1.5% | +116.5% | +116.0% |
| All | +126.2% | -70.6% | +196.7% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling