+12.8%
VG vs FGI
+81.8%
-69.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.7% |
| 30D | +16.0% | +65.4% | -49.4% | +16.4% |
| 3M | +9.7% | +23.5% | -13.8% | +10.2% |
| 6M | +29.6% | +60.5% | -31.0% | +27.7% |
| YTD | +112.0% | +30.0% | +82.0% | +110.6% |
| 1Y | +12.8% | +82.1% | -69.3% | +8.7% |
| All | +12.8% | +81.8% | -69.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling