+165.3%
INTC vs FGI
-4.4%
+169.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.0% | +4.4% |
| 7D | +7.1% | +0.5% | +6.5% | +7.1% |
| 30D | -5.2% | +65.4% | -70.6% | -7.1% |
| 3M | -14.3% | +23.5% | -37.8% | -15.7% |
| 6M | +110.2% | +60.5% | +49.7% | +106.2% |
| YTD | +159.6% | +30.0% | +129.6% | +154.4% |
| 1Y | +289.3% | +82.1% | +207.2% | +275.2% |
| All | +165.3% | -4.4% | +169.7% | +161.5% |
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