-46.8%
TEAM vs FGI
-68.3%
+21.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.4% |
| 7D | -19.7% | +6.9% | -26.6% | -19.9% |
| 30D | -26.6% | +3.9% | -30.6% | -26.8% |
| 3M | -1.1% | +74.3% | -75.4% | -5.1% |
| 6M | +74.6% | +28.9% | +45.7% | +68.3% |
| YTD | -6.0% | +39.1% | -45.1% | -10.5% |
| 1Y | -3.2% | +49.3% | -52.6% | -8.7% |
| 3Y | -13.5% | +5.7% | -19.3% | -19.3% |
| All | -46.8% | -68.3% | +21.5% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling