+35.0%
CMG vs FGI
-69.8%
+104.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -1.5% | +5.2% | -6.6% | -1.5% |
| 30D | +12.7% | +65.2% | -52.5% | +10.9% |
| 3M | +26.3% | +30.2% | -3.9% | +24.6% |
| 6M | +4.5% | +87.8% | -83.3% | +1.4% |
| YTD | -0.1% | +32.5% | -32.6% | -2.4% |
| 1Y | -6.8% | +93.6% | -100.4% | -11.4% |
| 3Y | -5.0% | -2.6% | -2.4% | -8.3% |
| All | +35.0% | -69.8% | +104.8% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling