+38.2%
XLP vs FGI
-70.3%
+108.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +3.5% | -11.6% | +15.1% | +3.5% |
| 30D | +11.6% | -3.3% | +14.8% | +11.6% |
| 3M | +7.6% | +65.6% | -57.9% | +7.2% |
| 6M | +10.0% | -2.8% | +12.8% | +9.7% |
| YTD | +19.7% | +30.1% | -10.4% | +19.1% |
| 1Y | +23.5% | +50.2% | -26.7% | +22.6% |
| 3Y | +44.0% | -0.4% | +44.4% | +43.4% |
| All | +38.2% | -70.3% | +108.5% | +38.5% |
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 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