+251.8%
RL vs FGI
+2.3%
+249.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -4.7% | -11.6% | +6.9% | -4.6% |
| 30D | +3.6% | -3.3% | +6.8% | +3.6% |
| 3M | +0.5% | +65.6% | -65.0% | -0.2% |
| 6M | +6.6% | -2.8% | +9.4% | +6.3% |
| YTD | +8.8% | +30.1% | -21.3% | +7.8% |
| 1Y | +21.8% | +50.2% | -28.4% | +20.8% |
| All | +251.8% | +2.3% | +249.5% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling