-6.7%
COO vs FGI
+38.7%
-45.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.0% | +10.9% | +5.9% |
| 7D | +8.4% | +3.3% | +5.1% | +8.4% |
| 30D | +13.5% | -2.0% | +15.5% | +13.5% |
| 3M | -13.8% | +60.3% | -74.0% | -14.6% |
| 6M | +4.7% | +0.7% | +4.0% | +4.4% |
| YTD | -21.4% | +30.2% | -51.6% | -22.8% |
| 1Y | -6.7% | +44.4% | -51.1% | -12.0% |
| All | -6.7% | +38.7% | -45.4% | -12.0% |
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 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