+254.8%
RL vs FGI
-70.4%
+325.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.5% | -5.5% | +1.9% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -7.8% | +65.4% | -73.2% | -9.3% |
| 3M | -4.0% | +23.5% | -27.5% | -5.2% |
| 6M | -1.9% | +60.5% | -62.4% | -4.5% |
| YTD | -0.2% | +30.0% | -30.2% | -2.5% |
| 1Y | +10.7% | +82.1% | -71.4% | +6.5% |
| 3Y | +210.8% | -4.4% | +215.2% | +203.3% |
| All | +254.8% | -70.4% | +325.1% | +255.2% |
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 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