+51.4%
ORCL vs FGI
-70.3%
+121.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -17.5% | -11.6% | -5.9% | -17.3% |
| 30D | -20.2% | -3.3% | -16.9% | -20.1% |
| 3M | -19.9% | +65.6% | -85.5% | -21.8% |
| 6M | -37.4% | -2.8% | -34.6% | -38.4% |
| YTD | -40.1% | +30.1% | -70.3% | -42.0% |
| 1Y | -53.4% | +50.2% | -103.5% | -55.0% |
| 3Y | +10.4% | -0.4% | +10.8% | +4.9% |
| All | +51.4% | -70.3% | +121.8% | +46.6% |
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