+35.8%
XYZ vs FGI
+17.8%
+18.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -25.2% | +28.0% | +3.5% |
| 7D | -1.1% | -14.4% | +13.3% | -0.8% |
| 30D | +11.5% | -11.8% | +23.3% | +11.6% |
| 3M | +1.8% | -46.2% | +48.0% | +3.3% |
| 6M | +21.2% | +5.2% | +16.0% | +17.3% |
| YTD | +29.9% | +10.5% | +19.4% | +25.3% |
| 1Y | +35.8% | +25.5% | +10.3% | +29.4% |
| All | +35.8% | +17.8% | +18.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling