-39.3%
VG vs FGI
+76.4%
-115.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +16.2% |
| 3M | +9.7% | +23.5% | -13.8% | +10.0% |
| 6M | +29.6% | +60.5% | -31.0% | +27.8% |
| YTD | +112.0% | +30.0% | +82.0% | +110.5% |
| 1Y | +12.8% | +82.1% | -69.3% | +9.1% |
| All | -39.3% | +76.4% | -115.8% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling