-50.6%
MKTX vs FGI
-69.8%
+19.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.4% | +5.2% | -4.7% | +0.3% |
| 30D | +1.0% | +65.2% | -64.2% | -0.5% |
| 3M | +41.3% | +30.2% | +11.1% | +39.6% |
| 6M | -11.3% | +87.8% | -99.1% | -14.2% |
| YTD | -8.6% | +32.5% | -41.0% | -10.7% |
| 1Y | -11.1% | +93.6% | -104.6% | -16.4% |
| 3Y | -24.5% | -2.6% | -21.9% | -29.2% |
| All | -50.6% | -69.8% | +19.2% | -52.7% |
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