+38.1%
IR vs FGI
-70.4%
+108.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.2% |
| 7D | -2.8% | +0.5% | -3.4% | -2.8% |
| 30D | -15.1% | +65.4% | -80.5% | -16.0% |
| 3M | +6.1% | +23.5% | -17.4% | +5.3% |
| 6M | -16.8% | +60.5% | -77.3% | -18.2% |
| YTD | -3.5% | +30.0% | -33.5% | -5.0% |
| 1Y | -3.5% | +82.1% | -85.6% | -6.1% |
| 3Y | +9.5% | -4.4% | +13.9% | +7.7% |
| All | +38.1% | -70.4% | +108.5% | +39.3% |
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 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