+5.9%
COMP vs FGI
+41.8%
-35.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | +7.2% | -4.1% | +11.3% | +7.3% |
| 30D | +6.4% | -3.4% | +9.7% | +6.4% |
| 3M | -19.4% | +61.8% | -81.2% | -21.4% |
| 6M | +14.6% | +17.0% | -2.5% | +12.0% |
| YTD | -5.5% | +31.4% | -36.9% | -7.8% |
| All | +5.9% | +41.8% | -35.9% | +5.3% |
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 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