+11.9%
IR vs FGI
-4.4%
+16.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.3% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -15.1% | +65.4% | -80.5% | -15.3% |
| 3M | +6.1% | +23.5% | -17.4% | +5.9% |
| 6M | -16.8% | +60.5% | -77.3% | -17.0% |
| YTD | -3.5% | +30.0% | -33.5% | -3.8% |
| 1Y | -3.5% | +82.1% | -85.6% | -3.2% |
| All | +11.9% | -4.4% | +16.3% | +14.7% |
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