+24.7%
LOW vs FGI
+12.3%
+12.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| 6M | +2.6% | +46.4% | -43.9% | +1.9% |
| YTD | -3.6% | +47.7% | -51.3% | -4.3% |
| 1Y | -1.0% | +56.8% | -57.8% | -1.5% |
| All | +24.7% | +12.3% | +12.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling