-31.5%
IT vs FGI
-70.6%
+39.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.0% |
| 7D | -16.9% | -7.0% | -10.0% | -16.9% |
| 30D | +2.3% | -4.2% | +6.6% | +2.3% |
| 3M | +2.9% | +55.6% | -52.7% | +1.5% |
| 6M | +25.9% | -3.2% | +29.0% | +24.6% |
| YTD | -24.6% | +29.1% | -53.8% | -25.8% |
| 1Y | -16.0% | +51.0% | -67.0% | -17.9% |
| 3Y | -51.6% | +1.5% | -53.1% | -53.0% |
| All | -31.5% | -70.6% | +39.0% | -31.3% |
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