+76.9%
NDAQ vs FGI
-70.4%
+147.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -1.9% |
| 7D | -2.4% | +0.5% | -3.0% | -2.5% |
| 30D | +2.5% | +65.4% | -62.9% | +1.1% |
| 3M | +9.9% | +23.5% | -13.6% | +8.8% |
| 6M | +9.4% | +60.5% | -51.1% | +7.3% |
| YTD | +0.4% | +30.0% | -29.6% | -1.2% |
| 1Y | +4.0% | +82.1% | -78.0% | +1.3% |
| 3Y | +94.4% | -4.4% | +98.8% | +90.2% |
| All | +76.9% | -70.4% | +147.2% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling