-49.4%
S vs FGI
-70.4%
+21.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.2% |
| 7D | -7.7% | +0.5% | -8.2% | -7.7% |
| 30D | -5.3% | +65.4% | -70.7% | -8.0% |
| 3M | +20.3% | +23.5% | -3.2% | +17.4% |
| 6M | +47.4% | +60.5% | -13.2% | +40.5% |
| YTD | +32.5% | +30.0% | +2.5% | +27.2% |
| 1Y | +9.5% | +82.1% | -72.5% | 0.0% |
| 3Y | +15.5% | -4.4% | +19.9% | +5.7% |
| All | -49.4% | -70.4% | +21.0% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling