-36.1%
COO vs FGI
-66.3%
+30.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.2% |
| 7D | -2.1% | +13.5% | -15.6% | -2.2% |
| 30D | +13.9% | +17.1% | -3.2% | +13.8% |
| 3M | -18.9% | +78.0% | -97.0% | -20.0% |
| 6M | +3.7% | +46.4% | -42.7% | +2.5% |
| YTD | -24.1% | +47.7% | -71.8% | -25.7% |
| 1Y | -14.2% | +56.8% | -71.0% | -16.2% |
| 3Y | -24.5% | +12.3% | -36.7% | -26.0% |
| All | -36.1% | -66.3% | +30.2% | -36.0% |
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 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