+5.4%
RMD vs FGI
-70.0%
+75.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.1% | -4.1% | +7.2% | +3.1% |
| 30D | +1.8% | -3.4% | +5.1% | +1.8% |
| 3M | +6.7% | +61.8% | -55.1% | +5.8% |
| 6M | +13.9% | +17.0% | -3.1% | +13.2% |
| YTD | -2.0% | +31.4% | -33.4% | -3.4% |
| 1Y | -5.4% | +42.7% | -48.1% | -7.1% |
| 3Y | +67.4% | -0.1% | +67.5% | +62.8% |
| All | +5.4% | -70.0% | +75.4% | +3.8% |
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