+35.6%
S vs FGI
+41.8%
-6.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | +1.4% | -4.1% | +5.5% | +1.5% |
| 30D | -10.8% | -3.4% | -7.5% | -10.8% |
| 3M | +5.4% | +61.8% | -56.4% | +3.9% |
| 6M | +41.2% | +17.0% | +24.2% | +38.9% |
| YTD | +56.2% | +31.4% | +24.8% | +55.2% |
| All | +35.6% | +41.8% | -6.2% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling