-16.5%
IT vs FGI
+17.8%
-34.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -25.2% | +25.9% | +0.8% |
| 7D | +1.1% | -14.4% | +15.5% | +1.1% |
| 30D | -1.8% | -11.8% | +9.9% | -1.9% |
| 3M | +4.8% | -46.2% | +51.1% | +5.1% |
| 6M | +33.0% | +5.2% | +27.8% | +32.0% |
| YTD | -23.8% | +10.5% | -34.4% | -21.5% |
| 1Y | -16.5% | +25.5% | -42.0% | -14.4% |
| All | -16.5% | +17.8% | -34.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling