+6.6%
UUUU vs FGI
-70.6%
+77.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | -13.6% | -7.0% | -6.7% | -13.4% |
| 30D | -35.1% | -4.2% | -30.9% | -35.0% |
| 3M | -48.4% | +55.6% | -104.0% | -50.2% |
| 6M | -71.7% | -3.2% | -68.5% | -72.3% |
| YTD | -54.2% | +29.1% | -83.3% | -57.1% |
| 1Y | -56.0% | +51.0% | -106.9% | -59.3% |
| 3Y | -13.1% | +1.5% | -14.6% | -22.7% |
| All | +6.6% | -70.6% | +77.1% | +8.2% |
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