-31.6%
TLT vs FGI
-70.6%
+38.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | -7.0% | +7.1% | +0.1% |
| 30D | +6.2% | -4.2% | +10.4% | +6.2% |
| 3M | -0.3% | +55.6% | -55.9% | -0.4% |
| 6M | -3.4% | -3.2% | -0.2% | -3.4% |
| YTD | -3.1% | +29.1% | -32.2% | -3.0% |
| 1Y | -5.2% | +51.0% | -56.2% | -5.0% |
| 3Y | +6.5% | +1.5% | +5.0% | +7.1% |
| All | -31.6% | -70.6% | +38.9% | -31.8% |
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