+116.2%
IBM vs FGI
-70.0%
+186.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -1.5% | -4.1% | +2.6% | -1.5% |
| 30D | +8.4% | -3.4% | +11.8% | +8.4% |
| 3M | +4.2% | +61.8% | -57.6% | +3.7% |
| 6M | +7.9% | +17.0% | -9.1% | +7.5% |
| YTD | -15.2% | +31.4% | -46.6% | -15.6% |
| 1Y | -18.7% | +42.7% | -61.4% | -19.1% |
| 3Y | +79.2% | -0.1% | +79.3% | +78.6% |
| All | +116.2% | -70.0% | +186.2% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling