+176.6%
P vs FGI
+1.5%
+175.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -23.8% | -7.0% | -16.9% | -23.7% |
| 30D | -36.6% | -4.2% | -32.4% | -36.6% |
| 3M | +10.9% | +55.6% | -44.7% | +8.9% |
| 6M | +30.0% | -3.2% | +33.1% | +28.2% |
| YTD | +44.4% | +29.1% | +15.3% | +40.6% |
| 1Y | +3.9% | +51.0% | -47.0% | +0.9% |
| 3Y | +176.6% | +1.5% | +175.1% | +164.9% |
| All | +176.6% | +1.5% | +175.1% | +164.9% |
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