+172.8%
W vs FGI
0.0%
+172.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | +10.5% | -3.2% | +13.8% | +10.5% |
| 3M | +9.6% | +64.1% | -54.5% | +9.3% |
| 6M | +76.4% | +17.2% | +59.2% | +75.8% |
| YTD | +16.4% | +31.6% | -15.2% | +16.2% |
| 1Y | +9.3% | +45.1% | -35.7% | +9.6% |
| 3Y | +172.8% | -2.0% | +174.8% | +186.7% |
| All | +172.8% | 0.0% | +172.8% | +186.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling