+199.8%
TER vs FGI
+81.8%
+118.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +5.3% |
| 7D | +0.6% | +0.5% | 0.0% | +0.6% |
| 30D | -8.3% | +65.4% | -73.7% | -10.4% |
| 3M | -12.2% | +23.5% | -35.7% | -13.9% |
| 6M | +17.0% | +60.5% | -43.5% | +13.6% |
| YTD | +84.6% | +30.0% | +54.6% | +79.3% |
| 1Y | +199.8% | +82.1% | +117.7% | +194.9% |
| All | +199.8% | +81.8% | +118.0% | +194.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling