-34.7%
COO vs FGI
-70.0%
+35.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | +4.5% | -4.1% | +8.6% | +4.5% |
| 30D | +16.9% | -3.4% | +20.3% | +16.9% |
| 3M | -16.7% | +61.8% | -78.5% | -17.8% |
| 6M | +5.9% | +17.0% | -11.1% | +4.9% |
| YTD | -22.4% | +31.4% | -53.8% | -24.0% |
| 1Y | -10.1% | +42.7% | -52.8% | -12.1% |
| 3Y | -22.8% | -0.1% | -22.6% | -24.3% |
| All | -34.7% | -70.0% | +35.3% | -34.5% |
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