+22.8%
LOW vs FGI
+1.5%
+21.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +7.4% | -7.0% | +14.4% | +7.4% |
| 30D | +24.5% | -4.2% | +28.7% | +24.5% |
| 3M | +3.5% | +55.6% | -52.1% | +2.8% |
| 6M | -2.6% | -3.2% | +0.6% | -3.0% |
| YTD | -4.8% | +29.1% | -34.0% | -5.4% |
| 1Y | -0.8% | +51.0% | -51.8% | -1.3% |
| 3Y | +22.8% | +1.5% | +21.3% | +25.4% |
| All | +22.8% | +1.5% | +21.3% | +25.4% |
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 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