+2.8%
RMD vs FGI
-70.4%
+73.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -0.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +2.2% | +65.4% | -63.2% | +1.4% |
| 3M | +17.8% | +23.5% | -5.7% | +17.1% |
| 6M | -11.3% | +60.5% | -71.9% | -12.8% |
| YTD | -4.4% | +30.0% | -34.4% | -5.8% |
| 1Y | -15.7% | +82.1% | -97.8% | -18.1% |
| 3Y | +47.7% | -4.4% | +52.1% | +43.8% |
| All | +2.8% | -70.4% | +73.1% | +1.3% |
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