+295.9%
RL vs FGI
-66.3%
+362.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.9% |
| 7D | +2.4% | +13.5% | -11.1% | +2.2% |
| 30D | +4.6% | +17.1% | -12.5% | +4.3% |
| 3M | -1.1% | +78.0% | -79.1% | -2.9% |
| 6M | +16.5% | +46.4% | -29.9% | +14.5% |
| YTD | +11.4% | +47.7% | -36.3% | +8.5% |
| 1Y | +16.1% | +56.8% | -40.7% | +12.7% |
| 3Y | +252.6% | +12.3% | +240.3% | +242.6% |
| All | +295.9% | -66.3% | +362.2% | +295.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling