-27.0%
CG vs FGI
+51.2%
-78.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.5% | -4.5% |
| 7D | -1.5% | +13.5% | -15.0% | -2.0% |
| 30D | +5.7% | +17.1% | -11.4% | +4.9% |
| 3M | -17.9% | +78.0% | -95.9% | -22.0% |
| 6M | -20.2% | +46.4% | -66.6% | -24.0% |
| YTD | -32.0% | +47.7% | -79.7% | -36.0% |
| 1Y | -27.0% | +56.8% | -83.8% | -32.4% |
| All | -27.0% | +51.2% | -78.2% | -32.4% |
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