+19.6%
COMP vs FGI
-70.3%
+89.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.1% | -8.2% |
| 7D | -1.8% | -11.6% | +9.8% | -1.6% |
| 30D | -0.8% | -3.3% | +2.5% | -0.7% |
| 3M | -28.1% | +65.6% | -93.7% | -29.4% |
| 6M | +27.0% | -2.8% | +29.8% | +25.4% |
| YTD | -12.8% | +30.1% | -42.9% | -14.6% |
| 1Y | +4.9% | +50.2% | -45.3% | +2.2% |
| 3Y | +321.0% | -0.4% | +321.4% | +325.0% |
| All | +19.6% | -70.3% | +89.9% | +28.1% |
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