+238.1%
PL vs FGI
-70.4%
+308.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.3% |
| 7D | -9.3% | +0.5% | -9.9% | -9.3% |
| 30D | -18.9% | +65.4% | -84.3% | -20.0% |
| 3M | -58.4% | +23.5% | -81.9% | -58.8% |
| 6M | -30.3% | +60.5% | -90.8% | -32.1% |
| YTD | -8.1% | +30.0% | -38.1% | -10.0% |
| 1Y | +180.5% | +82.1% | +98.4% | +168.4% |
| 3Y | +444.1% | -4.4% | +448.5% | +431.1% |
| All | +238.1% | -70.4% | +308.4% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling