+40.7%
MSCI vs FGI
-70.3%
+111.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +6.0% | -11.6% | +17.6% | +6.2% |
| 30D | +18.2% | -3.3% | +21.5% | +18.2% |
| 3M | +15.1% | +65.6% | -50.5% | +13.6% |
| 6M | +13.7% | -2.8% | +16.5% | +12.7% |
| YTD | +15.6% | +30.1% | -14.5% | +13.6% |
| 1Y | +16.3% | +50.2% | -33.8% | +13.7% |
| 3Y | +36.9% | -0.4% | +37.3% | +33.1% |
| All | +40.7% | -70.3% | +111.0% | +43.4% |
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