+61.0%
XLF vs FGI
-69.8%
+130.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | +0.2% | +5.2% | -5.0% | +0.1% |
| 30D | -0.5% | +65.2% | -65.7% | -1.5% |
| 3M | +10.6% | +30.2% | -19.5% | +9.7% |
| 6M | +14.3% | +87.8% | -73.5% | +12.2% |
| YTD | +5.5% | +32.5% | -26.9% | +4.0% |
| 1Y | +9.6% | +93.6% | -84.0% | +6.5% |
| 3Y | +75.2% | -2.6% | +77.8% | +71.6% |
| All | +61.0% | -69.8% | +130.8% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling