+64.8%
XYZ vs FGI
+5.7%
+59.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | 0.0% |
| 7D | -2.2% | +6.9% | -9.1% | -2.3% |
| 30D | +11.6% | +3.9% | +7.7% | +11.4% |
| 3M | +8.4% | +74.3% | -65.9% | +5.5% |
| 6M | +17.2% | +28.9% | -11.8% | +14.3% |
| YTD | +31.7% | +39.1% | -7.4% | +27.4% |
| 1Y | +30.1% | +49.3% | -19.3% | +25.4% |
| All | +64.8% | +5.7% | +59.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling