+286.8%
RL vs FGI
-70.3%
+357.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -4.7% | -11.6% | +6.9% | -4.5% |
| 30D | +3.6% | -3.3% | +6.8% | +3.6% |
| 3M | +0.5% | +65.6% | -65.0% | -1.3% |
| 6M | +6.6% | -2.8% | +9.4% | +5.7% |
| YTD | +8.8% | +30.1% | -21.3% | +6.2% |
| 1Y | +21.8% | +50.2% | -28.4% | +18.3% |
| 3Y | +245.8% | -0.4% | +246.2% | +236.4% |
| All | +286.8% | -70.3% | +357.1% | +286.8% |
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