+118.6%
M vs FGI
-4.4%
+123.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +2.5% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -9.6% | +65.4% | -75.0% | -10.8% |
| 3M | +0.9% | +23.5% | -22.6% | -0.1% |
| 6M | +22.3% | +60.5% | -38.3% | +20.4% |
| YTD | +6.5% | +30.0% | -23.5% | +5.0% |
| 1Y | +38.8% | +82.1% | -43.3% | +37.7% |
| All | +118.6% | -4.4% | +123.0% | +123.9% |
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