-11.6%
MKTX vs FGI
+93.3%
-104.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.3% | +14.7% | -14.4% | +0.3% |
| 30D | +1.0% | +67.0% | -66.0% | +1.3% |
| 3M | +40.8% | +31.0% | +9.8% | +41.2% |
| 6M | -10.9% | +126.8% | -137.7% | -10.7% |
| YTD | -8.6% | +35.6% | -44.2% | -8.1% |
| 1Y | -11.6% | +108.9% | -120.5% | -12.0% |
| All | -11.6% | +93.3% | -104.8% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling