+9.3%
M vs FGI
-66.3%
+75.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.2% |
| 7D | +0.6% | +13.5% | -12.9% | +0.3% |
| 30D | +7.0% | +17.1% | -10.1% | +6.6% |
| 3M | +3.1% | +78.0% | -74.9% | +0.4% |
| 6M | +33.5% | +46.4% | -12.9% | +30.3% |
| YTD | +13.4% | +47.7% | -34.3% | +9.5% |
| 1Y | +22.4% | +56.8% | -34.4% | +17.7% |
| 3Y | +150.9% | +12.3% | +138.6% | +142.3% |
| All | +9.3% | -66.3% | +75.6% | +9.6% |
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