-46.4%
TEAM vs FGI
-70.6%
+24.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.8% | -15.4% | -16.1% |
| 7D | -19.8% | -7.0% | -12.9% | -19.6% |
| 30D | -21.5% | -4.2% | -17.3% | -21.5% |
| 3M | +39.5% | +55.6% | -16.1% | +34.3% |
| 6M | +73.1% | -3.2% | +76.2% | +68.6% |
| YTD | -5.2% | +29.1% | -34.3% | -9.6% |
| 1Y | -1.6% | +51.0% | -52.5% | -7.1% |
| 3Y | -11.4% | +1.5% | -13.0% | -17.6% |
| All | -46.4% | -70.6% | +24.2% | -46.3% |
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