+373.6%
COMP vs FGI
+2.3%
+371.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.0% | +12.7% | +7.8% |
| 7D | +9.5% | +3.3% | +6.1% | +9.4% |
| 30D | +8.1% | -2.0% | +10.1% | +8.1% |
| 3M | -16.3% | +60.3% | -76.6% | -17.0% |
| 6M | +42.2% | +0.7% | +41.5% | +41.0% |
| YTD | -5.0% | +30.2% | -35.2% | -5.7% |
| 1Y | +20.1% | +44.4% | -24.3% | +19.3% |
| All | +373.6% | +2.3% | +371.2% | +440.0% |
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 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