-50.6%
MKTX vs FGI
-66.2%
+15.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.2% |
| 7D | -0.2% | +22.8% | -22.9% | -0.4% |
| 30D | +0.8% | +85.9% | -85.1% | -0.8% |
| 3M | +41.1% | +32.4% | +8.7% | +39.5% |
| 6M | -9.5% | +106.3% | -115.9% | -12.4% |
| YTD | -8.7% | +48.4% | -57.1% | -11.0% |
| 1Y | -10.0% | +116.4% | -126.3% | -15.5% |
| 3Y | -24.6% | +9.2% | -33.8% | -29.4% |
| All | -50.6% | -66.2% | +15.5% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling