+167.1%
GOOG vs FGI
-70.4%
+237.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.1% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -6.8% | +65.4% | -72.2% | -7.7% |
| 3M | -9.1% | +23.5% | -32.6% | -9.8% |
| 6M | +10.7% | +60.5% | -49.8% | +8.8% |
| YTD | +7.1% | +30.0% | -22.9% | +5.4% |
| 1Y | +44.6% | +82.1% | -37.4% | +41.6% |
| 3Y | +147.4% | -4.4% | +151.8% | +146.1% |
| All | +167.1% | -70.4% | +237.4% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling