+167.1%
P vs FGI
+2.3%
+164.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | 0.0% | -16.4% | -16.4% |
| 7D | -31.9% | -11.6% | -20.3% | -31.7% |
| 30D | -36.5% | -3.3% | -33.2% | -36.5% |
| 3M | +11.6% | +65.6% | -54.0% | +9.5% |
| 6M | +25.2% | -2.8% | +28.0% | +23.4% |
| YTD | +39.4% | +30.1% | +9.3% | +35.8% |
| 1Y | -3.7% | +50.2% | -53.8% | -6.5% |
| All | +167.1% | +2.3% | +164.8% | +155.8% |
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