-1.4%
CG vs FGI
-70.6%
+69.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.2% | -7.0% | +5.8% | -1.0% |
| 30D | +5.0% | -4.2% | +9.3% | +5.1% |
| 3M | -18.2% | +55.6% | -73.8% | -21.2% |
| 6M | -20.7% | -3.2% | -17.6% | -22.8% |
| YTD | -31.4% | +29.1% | -60.5% | -34.8% |
| 1Y | -22.3% | +51.0% | -73.2% | -26.8% |
| 3Y | +50.2% | +1.5% | +48.7% | +38.9% |
| All | -1.4% | -70.6% | +69.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling