+29.6%
XLY vs FGI
-66.2%
+95.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.6% |
| 7D | -3.9% | +22.8% | -26.7% | -4.2% |
| 30D | -6.1% | +85.9% | -92.0% | -7.9% |
| 3M | -1.2% | +32.4% | -33.5% | -2.5% |
| 6M | -1.8% | +106.3% | -108.1% | -4.9% |
| YTD | -5.9% | +48.4% | -54.3% | -8.4% |
| 1Y | -3.1% | +116.4% | -119.5% | -7.7% |
| 3Y | +36.0% | +9.2% | +26.8% | +30.9% |
| All | +29.6% | -66.2% | +95.8% | +29.9% |
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