+10.0%
O vs FGI
-74.8%
+84.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -25.2% | +24.4% | -0.6% |
| 7D | -0.4% | -14.4% | +14.0% | -0.3% |
| 30D | +7.1% | -11.8% | +18.9% | +7.2% |
| 3M | -5.2% | -46.2% | +41.0% | -5.0% |
| 6M | -1.8% | +5.2% | -6.9% | -2.1% |
| YTD | +9.1% | +10.5% | -1.5% | +8.4% |
| 1Y | +9.7% | +25.5% | -15.8% | +8.9% |
| 3Y | +39.1% | -16.0% | +55.1% | +38.1% |
| All | +10.0% | -74.8% | +84.8% | +9.6% |
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