+27.6%
IR vs FGI
+1.5%
+26.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +3.7% | -7.0% | +10.6% | +3.7% |
| 30D | +7.4% | -4.2% | +11.7% | +7.4% |
| 3M | -5.9% | +55.6% | -61.5% | -6.1% |
| 6M | +5.6% | -3.2% | +8.7% | +5.4% |
| YTD | +4.8% | +29.1% | -24.3% | +4.5% |
| 1Y | +6.9% | +51.0% | -44.0% | +6.8% |
| 3Y | +27.6% | +1.5% | +26.0% | +30.1% |
| All | +27.6% | +1.5% | +26.0% | +30.1% |
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