-33.2%
W vs FGI
-70.4%
+37.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.0% | +2.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -7.6% | +65.4% | -73.0% | -9.5% |
| 3M | +37.2% | +23.5% | +13.7% | +35.0% |
| 6M | +26.3% | +60.5% | -34.2% | +22.3% |
| YTD | -1.0% | +30.0% | -31.0% | -3.7% |
| 1Y | +20.1% | +82.1% | -62.0% | +14.2% |
| 3Y | +37.8% | -4.4% | +42.2% | +33.9% |
| All | -33.2% | -70.4% | +37.2% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling