+116.9%
V vs FGI
-70.6%
+187.5%
-24.1%
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 | +2.2% | -7.0% | +9.1% | +2.2% |
| 30D | +13.6% | -4.2% | +17.8% | +13.6% |
| 3M | +14.3% | +55.6% | -41.3% | +13.3% |
| 6M | +33.1% | -3.2% | +36.3% | +32.2% |
| YTD | +21.2% | +29.1% | -7.9% | +19.6% |
| 1Y | +26.4% | +51.0% | -24.5% | +24.2% |
| 3Y | +77.6% | +1.5% | +76.1% | +73.9% |
| All | +116.9% | -70.6% | +187.5% | +118.7% |
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