-1.2%
CG vs FGI
-74.8%
+73.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -25.2% | +26.2% | +1.9% |
| 7D | +0.2% | -14.4% | +14.6% | +0.5% |
| 30D | +11.2% | -11.8% | +22.9% | +11.4% |
| 3M | -22.1% | -46.2% | +24.2% | -20.8% |
| 6M | -17.9% | +5.2% | -23.1% | -20.3% |
| YTD | -31.3% | +10.5% | -41.8% | -34.5% |
| 1Y | -24.0% | +25.5% | -49.5% | -28.1% |
| 3Y | +45.0% | -16.0% | +61.0% | +35.1% |
| All | -1.2% | -74.8% | +73.6% | -3.9% |
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