+22.9%
MSCI vs FGI
-70.4%
+93.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +0.6% | +65.4% | -64.8% | -0.7% |
| 3M | -7.1% | +23.5% | -30.6% | -8.0% |
| 6M | +0.8% | +60.5% | -59.7% | -1.2% |
| YTD | +1.0% | +30.0% | -29.0% | -0.7% |
| 1Y | +4.3% | +82.1% | -77.7% | +0.8% |
| 3Y | +9.9% | -4.4% | +14.3% | +7.3% |
| All | +22.9% | -70.4% | +93.3% | +25.3% |
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 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