+43.9%
T vs FGI
-66.3%
+110.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -0.4% |
| 7D | +1.6% | +13.5% | -11.9% | +1.6% |
| 30D | -2.9% | +17.1% | -20.0% | -3.0% |
| 3M | -7.5% | +78.0% | -85.5% | -7.9% |
| 6M | -9.9% | +46.4% | -56.3% | -10.3% |
| YTD | -6.4% | +47.7% | -54.2% | -6.9% |
| 1Y | -9.4% | +56.8% | -66.2% | -10.0% |
| 3Y | +64.9% | +12.3% | +52.6% | +63.1% |
| All | +43.9% | -66.3% | +110.2% | +45.5% |
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