+64.8%
T vs FGI
-70.4%
+135.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -2.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +11.4% | +65.4% | -54.0% | +10.9% |
| 3M | +14.3% | +23.5% | -9.2% | +13.9% |
| 6M | -9.3% | +60.5% | -69.8% | -9.7% |
| YTD | +7.1% | +30.0% | -22.9% | +6.6% |
| 1Y | -9.1% | +82.1% | -91.2% | -9.9% |
| 3Y | +105.3% | -4.4% | +109.7% | +103.4% |
| All | +64.8% | -70.4% | +135.1% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling