-47.7%
TEAM vs FGI
-74.8%
+27.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -25.2% | +23.7% | -0.6% |
| 7D | -2.4% | -14.4% | +12.0% | -2.0% |
| 30D | -26.7% | -11.8% | -14.9% | -26.5% |
| 3M | -9.6% | -46.2% | +36.6% | -8.0% |
| 6M | +86.0% | +5.2% | +80.9% | +80.5% |
| YTD | -7.5% | +10.5% | -18.0% | -11.4% |
| 1Y | -1.4% | +25.5% | -26.9% | -6.4% |
| 3Y | -14.3% | -16.0% | +1.7% | -19.5% |
| All | -47.7% | -74.8% | +27.1% | -47.3% |
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 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