+8.9%
LOW vs FGI
-66.3%
+75.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -1.8% |
| 7D | +0.1% | +13.5% | -13.4% | 0.0% |
| 30D | +21.3% | +17.1% | +4.2% | +21.1% |
| 3M | +6.0% | +78.0% | -72.0% | +4.9% |
| 6M | +2.6% | +46.4% | -43.9% | +1.6% |
| YTD | -3.6% | +47.7% | -51.3% | -4.7% |
| 1Y | -1.0% | +56.8% | -57.8% | -2.2% |
| 3Y | +24.2% | +12.3% | +11.9% | +23.2% |
| All | +8.9% | -66.3% | +75.2% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling