+19.0%
INTC vs FGI
-70.6%
+89.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +7.7% |
| 7D | -14.4% | -7.0% | -7.5% | -14.3% |
| 30D | -50.2% | -4.2% | -46.0% | -50.2% |
| 3M | -43.6% | +55.6% | -99.2% | -45.0% |
| 6M | -50.2% | -3.2% | -47.0% | -51.1% |
| YTD | +52.5% | +29.1% | +23.4% | +48.0% |
| 1Y | +51.1% | +51.0% | +0.2% | +46.0% |
| 3Y | +50.3% | +1.5% | +48.8% | +42.4% |
| All | +19.0% | -70.6% | +89.5% | +17.5% |
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 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