-50.5%
MKTX vs FGI
-70.4%
+19.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +1.1% | +65.4% | -64.3% | -0.4% |
| 3M | +36.1% | +23.5% | +12.6% | +34.6% |
| 6M | -12.9% | +60.5% | -73.4% | -15.3% |
| YTD | -8.5% | +30.0% | -38.5% | -10.7% |
| 1Y | -7.5% | +82.1% | -89.6% | -12.9% |
| 3Y | -28.3% | -4.4% | -24.0% | -32.8% |
| All | -50.5% | -70.4% | +19.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling