-11.7%
TGT vs FGI
-69.8%
+58.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.1% |
| 7D | -0.6% | +5.2% | -5.8% | -0.7% |
| 30D | +9.5% | +65.2% | -55.7% | +7.5% |
| 3M | +32.3% | +30.2% | +2.1% | +30.3% |
| 6M | +37.0% | +87.8% | -50.8% | +32.9% |
| YTD | +71.0% | +32.5% | +38.6% | +66.7% |
| 1Y | +85.0% | +93.6% | -8.6% | +76.5% |
| 3Y | +46.8% | -2.6% | +49.4% | +40.8% |
| All | -11.7% | -69.8% | +58.1% | -13.3% |
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 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