+108.4%
M vs FGI
+1.5%
+106.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | -4.3% | -7.0% | +2.7% | -4.2% |
| 30D | +1.3% | -4.2% | +5.5% | +1.3% |
| 3M | -7.4% | +55.6% | -63.0% | -8.6% |
| 6M | +18.3% | -3.2% | +21.5% | +17.3% |
| YTD | +7.6% | +29.1% | -21.5% | +5.9% |
| 1Y | +17.4% | +51.0% | -33.6% | +15.7% |
| 3Y | +108.4% | +1.5% | +106.8% | +126.3% |
| All | +108.4% | +1.5% | +106.8% | +126.3% |
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 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