+3.7%
M vs FGI
-70.6%
+74.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.6% |
| 7D | -4.3% | -7.0% | +2.7% | -4.1% |
| 30D | +1.3% | -4.2% | +5.5% | +1.3% |
| 3M | -7.4% | +55.6% | -63.0% | -9.6% |
| 6M | +18.3% | -3.2% | +21.5% | +16.6% |
| YTD | +7.6% | +29.1% | -21.5% | +4.1% |
| 1Y | +17.4% | +51.0% | -33.6% | +13.0% |
| 3Y | +108.4% | +1.5% | +106.8% | +101.1% |
| All | +3.7% | -70.6% | +74.3% | +4.2% |
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