-8.4%
T vs FGI
+46.9%
-55.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.0% | -7.0% | +8.0% | +1.1% |
| 30D | -10.6% | -4.2% | -6.4% | -10.6% |
| 3M | -7.7% | +55.6% | -63.3% | -8.2% |
| 6M | -13.3% | -3.2% | -10.1% | -13.9% |
| YTD | -8.8% | +29.1% | -37.9% | -8.8% |
| 1Y | -8.4% | +51.0% | -59.4% | -9.3% |
| All | -8.4% | +46.9% | -55.3% | -9.3% |
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