+57.1%
CG vs FGI
-4.4%
+61.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -1.8% |
| 7D | -4.3% | +0.5% | -4.9% | -4.4% |
| 30D | -5.1% | +65.4% | -70.5% | -7.6% |
| 3M | +8.7% | +23.5% | -14.8% | +6.2% |
| 6M | -9.2% | +60.5% | -69.8% | -12.5% |
| YTD | -18.9% | +30.0% | -48.9% | -21.5% |
| 1Y | -25.6% | +82.1% | -107.7% | -28.6% |
| All | +57.1% | -4.4% | +61.5% | +55.8% |
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