+8.7%
M vs FGI
-70.3%
+79.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.8% | -5.9% |
| 7D | -2.1% | -11.6% | +9.4% | -1.9% |
| 30D | +7.7% | -3.3% | +11.0% | +7.7% |
| 3M | -4.4% | +65.6% | -69.9% | -6.8% |
| 6M | +27.5% | -2.8% | +30.3% | +25.6% |
| YTD | +12.8% | +30.1% | -17.4% | +9.1% |
| 1Y | +20.7% | +50.2% | -29.4% | +16.2% |
| 3Y | +111.3% | -0.4% | +111.7% | +104.5% |
| All | +8.7% | -70.3% | +79.0% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling