-33.2%
TLT vs FGI
-74.8%
+41.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.8% | -0.4% |
| 7D | -3.1% | -14.4% | +11.3% | -3.1% |
| 30D | +1.0% | -11.8% | +12.8% | +1.0% |
| 3M | -2.7% | -46.2% | +43.5% | -2.7% |
| 6M | -4.1% | +5.2% | -9.3% | -4.2% |
| YTD | -5.4% | +10.5% | -15.9% | -5.2% |
| 1Y | -7.0% | +25.5% | -32.5% | -6.8% |
| 3Y | +2.8% | -16.0% | +18.8% | +3.4% |
| All | -33.2% | -74.8% | +41.6% | -33.4% |
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