+30.2%
XLY vs FGI
-69.1%
+99.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -2.1% | +14.7% | -16.8% | -2.3% |
| 30D | -6.0% | +67.0% | -73.0% | -7.6% |
| 3M | -2.7% | +31.0% | -33.8% | -4.1% |
| 6M | -1.5% | +126.8% | -128.3% | -4.9% |
| YTD | -5.4% | +35.6% | -41.1% | -7.8% |
| 1Y | -3.8% | +108.9% | -112.7% | -8.4% |
| 3Y | +36.6% | -0.3% | +36.8% | +31.7% |
| All | +30.2% | -69.1% | +99.3% | +30.7% |
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