+169.2%
GOOGL vs FGI
-70.4%
+239.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -6.6% | +65.4% | -72.0% | -7.5% |
| 3M | -8.9% | +23.5% | -32.4% | -9.7% |
| 6M | +11.9% | +60.5% | -48.7% | +9.9% |
| YTD | +8.3% | +30.0% | -21.7% | +6.7% |
| 1Y | +46.2% | +82.1% | -35.9% | +43.2% |
| 3Y | +151.9% | -4.4% | +156.3% | +150.8% |
| All | +169.2% | -70.4% | +239.5% | +174.8% |
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