-51.8%
U vs FGI
-66.3%
+14.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.9% |
| 7D | +2.8% | +13.5% | -10.7% | +2.4% |
| 30D | +7.6% | +17.1% | -9.5% | +7.0% |
| 3M | +12.7% | +78.0% | -65.3% | +8.0% |
| 6M | +87.0% | +46.4% | +40.5% | +79.5% |
| YTD | +13.6% | +47.7% | -34.1% | +6.8% |
| 1Y | +25.3% | +56.8% | -31.5% | +16.7% |
| 3Y | +85.8% | +12.3% | +73.5% | +68.4% |
| All | -51.8% | -66.3% | +14.5% | -53.1% |
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