+147.7%
P vs FGI
-4.4%
+152.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +1.2% |
| 7D | +6.5% | +0.5% | +6.0% | +6.5% |
| 30D | +18.8% | +65.4% | -46.6% | +16.8% |
| 3M | +26.7% | +23.5% | +3.2% | +24.8% |
| 6M | +62.2% | +60.5% | +1.6% | +57.6% |
| YTD | +48.5% | +30.0% | +18.5% | +44.9% |
| 1Y | +26.4% | +82.1% | -55.7% | +21.7% |
| All | +147.7% | -4.4% | +152.1% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling