-48.2%
TEAM vs FGI
-70.0%
+21.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.1% |
| 7D | -22.2% | -4.1% | -18.1% | -22.1% |
| 30D | -28.1% | -3.4% | -24.8% | -28.1% |
| 3M | -2.2% | +61.8% | -63.9% | -5.9% |
| 6M | +62.2% | +17.0% | +45.2% | +57.0% |
| YTD | -8.4% | +31.4% | -39.8% | -12.6% |
| 1Y | -6.6% | +42.7% | -49.3% | -11.8% |
| 3Y | -15.7% | -0.1% | -15.6% | -21.2% |
| All | -48.2% | -70.0% | +21.9% | -48.1% |
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