-18.0%
FGSN price history and return analytics
+32.6%
-50.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -5.2% | +2.4% | -7.6% | -5.9% |
| 30D | -5.8% | -1.5% | -4.3% | -5.3% |
| 3M | -13.8% | -4.1% | -9.7% | -12.7% |
| 6M | -15.7% | +0.6% | -16.3% | -16.0% |
| YTD | -14.6% | +11.0% | -25.7% | -17.8% |
| 1Y | -18.0% | +13.3% | -31.3% | -21.6% |
| All | -18.0% | +32.6% | -50.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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