-17.4%
IT vs FGI
+45.2%
-62.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -7.5% | -4.1% | -3.4% | -7.5% |
| 30D | -1.2% | -3.4% | +2.2% | -1.2% |
| 3M | -2.2% | +61.8% | -64.0% | -2.7% |
| 6M | +19.1% | +17.0% | +2.0% | +18.1% |
| YTD | -25.1% | +31.4% | -56.5% | -22.8% |
| 1Y | -17.4% | +42.7% | -60.0% | -15.9% |
| All | -17.4% | +45.2% | -62.5% | -15.9% |
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