+117.0%
IBM vs FGI
-70.3%
+187.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -4.3% | -11.6% | +7.3% | -4.3% |
| 30D | +11.7% | -3.3% | +15.0% | +11.7% |
| 3M | +5.5% | +65.6% | -60.1% | +5.0% |
| 6M | +9.5% | -2.8% | +12.2% | +9.2% |
| YTD | -14.9% | +30.1% | -45.0% | -15.3% |
| 1Y | -17.4% | +50.2% | -67.5% | -17.8% |
| 3Y | +83.3% | -0.4% | +83.7% | +82.6% |
| All | +117.0% | -70.3% | +187.3% | +117.8% |
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 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