-35.7%
COO vs FGI
-74.8%
+39.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -25.2% | +25.9% | +0.9% |
| 7D | +0.5% | -14.4% | +14.9% | +0.5% |
| 30D | +14.2% | -11.8% | +25.9% | +14.2% |
| 3M | -18.2% | -46.2% | +28.0% | -17.9% |
| 6M | +5.3% | +5.2% | +0.2% | +4.3% |
| YTD | -23.6% | +10.5% | -34.1% | -25.0% |
| 1Y | -12.7% | +25.5% | -38.2% | -14.6% |
| 3Y | -24.2% | -16.0% | -8.2% | -25.7% |
| All | -35.7% | -74.8% | +39.1% | -35.4% |
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