-9.8%
T vs FGI
+17.8%
-27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.1% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | -3.8% | -11.8% | +8.0% | -3.8% |
| 3M | -8.7% | -46.2% | +37.5% | -8.6% |
| 6M | -8.1% | +5.2% | -13.3% | -8.6% |
| YTD | -6.4% | +10.5% | -17.0% | -6.5% |
| 1Y | -9.8% | +25.5% | -35.3% | -10.2% |
| All | -9.8% | +17.8% | -27.5% | -10.2% |
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 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