+0.7%
PL vs FGI
+46.9%
-46.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.4% |
| 7D | -6.8% | -7.0% | +0.1% | -6.8% |
| 30D | -29.3% | -4.2% | -25.1% | -29.3% |
| 3M | -44.8% | +55.6% | -100.4% | -44.9% |
| 6M | -68.4% | -3.2% | -65.2% | -68.7% |
| YTD | -36.4% | +29.1% | -65.5% | -35.3% |
| 1Y | +0.7% | +51.0% | -50.3% | -5.5% |
| All | +0.7% | +46.9% | -46.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling