+67.1%
CME vs FGI
-70.6%
+137.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | +0.9% | -7.0% | +7.9% | +1.0% |
| 30D | +13.2% | -4.2% | +17.4% | +13.2% |
| 3M | +16.3% | +55.6% | -39.3% | +15.2% |
| 6M | +7.1% | -3.2% | +10.3% | +6.4% |
| YTD | +15.8% | +29.1% | -13.3% | +14.5% |
| 1Y | +17.1% | +51.0% | -33.9% | +15.1% |
| 3Y | +63.2% | +1.5% | +61.6% | +57.4% |
| All | +67.1% | -70.6% | +137.6% | +64.3% |
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 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