-0.1%
MKTX vs FGI
+45.2%
-45.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +0.8% | -3.4% | +4.1% | +0.8% |
| 3M | +2.6% | +61.8% | -59.2% | +3.3% |
| 6M | +13.6% | +17.0% | -3.4% | +14.0% |
| YTD | -7.1% | +31.4% | -38.5% | -5.3% |
| 1Y | -0.1% | +42.7% | -42.7% | -0.3% |
| All | -0.1% | +45.2% | -45.2% | -0.3% |
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 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