+65.8%
SGI vs FGI
-70.0%
+135.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.1% | -5.3% |
| 7D | -3.9% | -4.1% | +0.2% | -3.9% |
| 30D | +0.9% | -3.4% | +4.3% | +1.0% |
| 3M | -2.9% | +61.8% | -64.7% | -4.8% |
| 6M | -9.0% | +17.0% | -26.0% | -10.5% |
| YTD | -29.2% | +31.4% | -60.6% | -30.8% |
| 1Y | -32.3% | +42.7% | -74.9% | -34.0% |
| 3Y | +72.4% | -0.1% | +72.5% | +69.1% |
| All | +65.8% | -70.0% | +135.8% | +72.2% |
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 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