+13.2%
W vs FGI
+46.9%
-33.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -3.6% | -7.0% | +3.4% | -3.5% |
| 30D | +7.0% | -4.2% | +11.2% | +7.0% |
| 3M | +7.4% | +55.6% | -48.2% | +5.1% |
| 6M | +69.3% | -3.2% | +72.5% | +67.9% |
| YTD | +11.3% | +29.1% | -17.8% | +7.8% |
| 1Y | +13.2% | +51.0% | -37.8% | +2.3% |
| All | +13.2% | +46.9% | -33.7% | +2.3% |
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