+2.7%
M vs FGI
-70.4%
+73.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +2.4% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -9.6% | +65.4% | -75.0% | -11.8% |
| 3M | +0.9% | +23.5% | -22.6% | -1.0% |
| 6M | +22.3% | +60.5% | -38.3% | +18.0% |
| YTD | +6.5% | +30.0% | -23.5% | +3.2% |
| 1Y | +38.8% | +82.1% | -43.3% | +32.1% |
| 3Y | +115.9% | -4.4% | +120.3% | +109.6% |
| All | +2.7% | -70.4% | +73.1% | +3.3% |
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 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