-44.8%
CAG vs FGI
-69.1%
+24.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -6.6% | +14.7% | -21.3% | -6.7% |
| 30D | +2.3% | +67.0% | -64.7% | +1.3% |
| 3M | +16.3% | +31.0% | -14.7% | +15.3% |
| 6M | -16.0% | +126.8% | -142.9% | -17.2% |
| YTD | -7.7% | +35.6% | -43.3% | -8.7% |
| 1Y | -16.0% | +108.9% | -125.0% | -17.9% |
| 3Y | -37.7% | -0.3% | -37.4% | -38.7% |
| All | -44.8% | -69.1% | +24.3% | -46.1% |
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