+136.0%
PL vs FGI
-70.3%
+206.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.0% | -1.4% | -6.3% |
| 7D | -11.7% | +3.3% | -15.1% | -11.8% |
| 30D | -27.1% | -2.0% | -25.1% | -27.1% |
| 3M | -44.6% | +60.3% | -104.8% | -45.3% |
| 6M | -67.2% | +0.7% | -67.9% | -67.5% |
| YTD | -35.9% | +30.2% | -66.0% | -37.2% |
| 1Y | -0.4% | +44.4% | -44.8% | -3.1% |
| 3Y | +454.8% | -0.4% | +455.2% | +439.7% |
| All | +136.0% | -70.3% | +206.3% | +153.6% |
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