+30.9%
CL vs FGI
-4.4%
+35.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -4.8% | +65.4% | -70.2% | -4.7% |
| 3M | +4.9% | +23.5% | -18.6% | +5.0% |
| 6M | -5.7% | +60.5% | -66.2% | -5.3% |
| YTD | +14.4% | +30.0% | -15.6% | +14.8% |
| 1Y | +8.7% | +82.1% | -73.3% | +10.3% |
| All | +30.9% | -4.4% | +35.2% | +34.3% |
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