+25.8%
IR vs FGI
+2.3%
+23.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | +2.3% | -11.6% | +13.9% | +2.3% |
| 30D | +3.3% | -3.3% | +6.6% | +3.3% |
| 3M | -9.0% | +65.6% | -74.6% | -9.2% |
| 6M | +8.0% | -2.8% | +10.8% | +7.9% |
| YTD | +3.4% | +30.1% | -26.7% | +3.0% |
| 1Y | +4.5% | +50.2% | -45.7% | +4.3% |
| All | +25.8% | +2.3% | +23.5% | +28.3% |
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