-24.9%
W vs FGI
-70.6%
+45.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 6M | +69.3% | -3.2% | +72.5% | +67.1% |
| YTD | +11.3% | +29.1% | -17.8% | +8.1% |
| 1Y | +13.2% | +51.0% | -37.8% | +9.3% |
| 3Y | +142.0% | +1.5% | +140.5% | +133.1% |
| All | -24.9% | -70.6% | +45.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling