+101.5%
NDAQ vs FGI
-70.0%
+171.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | -4.1% | +6.9% | +2.9% |
| 30D | +17.5% | -3.4% | +20.8% | +17.5% |
| 3M | +15.4% | +61.8% | -46.3% | +13.9% |
| 6M | +24.6% | +17.0% | +7.6% | +23.2% |
| YTD | +14.4% | +31.4% | -17.0% | +12.4% |
| 1Y | +26.9% | +42.7% | -15.7% | +24.4% |
| 3Y | +119.8% | -0.1% | +120.0% | +114.7% |
| All | +101.5% | -70.0% | +171.6% | +100.2% |
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