+275.0%
P vs FGI
-70.3%
+345.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | 0.0% | -16.4% | -16.4% |
| 7D | -31.9% | -11.6% | -20.3% | -31.6% |
| 30D | -36.5% | -3.3% | -33.2% | -36.5% |
| 3M | +11.6% | +65.6% | -54.0% | +8.3% |
| 6M | +25.2% | -2.8% | +28.0% | +22.7% |
| YTD | +39.4% | +30.1% | +9.3% | +33.5% |
| 1Y | -3.7% | +50.2% | -53.8% | -8.6% |
| 3Y | +167.3% | -0.4% | +167.7% | +148.2% |
| All | +275.0% | -70.3% | +345.3% | +271.9% |
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 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