+112.1%
PL vs FGI
-70.3%
+182.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.1% | -10.1% |
| 7D | -20.5% | -11.6% | -9.0% | -20.4% |
| 30D | -38.8% | -3.3% | -35.5% | -38.7% |
| 3M | -49.1% | +65.6% | -114.7% | -49.8% |
| 6M | -69.4% | -2.8% | -66.6% | -69.7% |
| YTD | -42.3% | +30.1% | -72.5% | -43.6% |
| 1Y | -14.2% | +50.2% | -64.3% | -16.6% |
| 3Y | +398.7% | -0.4% | +399.1% | +385.1% |
| All | +112.1% | -70.3% | +182.5% | +127.9% |
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