+124.3%
GOOGL vs FGI
+5.7%
+118.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +2.1% |
| 7D | +1.6% | +6.9% | -5.3% | +1.6% |
| 30D | -16.8% | +3.9% | -20.7% | -16.8% |
| 3M | -14.6% | +74.3% | -88.9% | -14.7% |
| 6M | -24.4% | +28.9% | -53.3% | -24.5% |
| YTD | -6.1% | +39.1% | -45.2% | -6.4% |
| 1Y | +1.0% | +49.3% | -48.3% | +0.9% |
| All | +124.3% | +5.7% | +118.5% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling