+16.5%
CME vs FGI
+17.8%
-1.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +0.8% |
| 7D | +3.9% | -14.4% | +18.4% | +4.0% |
| 30D | +11.3% | -11.8% | +23.1% | +11.3% |
| 3M | +19.6% | -46.2% | +65.8% | +19.6% |
| 6M | +8.1% | +5.2% | +2.9% | +7.8% |
| YTD | +20.4% | +10.5% | +9.9% | +21.9% |
| 1Y | +16.5% | +25.5% | -9.0% | +18.5% |
| All | +16.5% | +17.8% | -1.3% | +18.5% |
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