+50.0%
VG vs FGI
+46.9%
+3.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -22.0% | -7.0% | -15.1% | -22.2% |
| 30D | -11.6% | -4.2% | -7.4% | -11.7% |
| 3M | -14.9% | +55.6% | -70.5% | -12.0% |
| 6M | -3.5% | -3.2% | -0.4% | -1.7% |
| YTD | +70.0% | +29.1% | +40.8% | +82.1% |
| 1Y | +50.0% | +51.0% | -1.0% | +51.1% |
| All | +50.0% | +46.9% | +3.1% | +51.1% |
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 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