+32.1%
INTC vs FGI
-68.3%
+100.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.9% | +1.6% | +7.4% |
| 7D | +7.3% | +6.9% | +0.4% | +7.1% |
| 30D | -38.3% | +3.9% | -42.3% | -38.4% |
| 3M | -36.0% | +74.3% | -110.3% | -37.8% |
| 6M | -51.7% | +28.9% | -80.7% | -52.9% |
| YTD | +69.4% | +39.1% | +30.3% | +64.0% |
| 1Y | +65.0% | +49.3% | +15.7% | +59.4% |
| 3Y | +63.0% | +5.7% | +57.3% | +54.5% |
| All | +32.1% | -68.3% | +100.4% | +30.2% |
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