-36.0%
COO vs FGI
-70.6%
+34.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +4.7% | -7.0% | +11.7% | +4.8% |
| 30D | +13.9% | -4.2% | +18.1% | +13.9% |
| 3M | -14.9% | +55.6% | -70.6% | -16.0% |
| 6M | +2.0% | -3.2% | +5.2% | +1.3% |
| YTD | -23.9% | +29.1% | -53.0% | -25.4% |
| 1Y | -9.6% | +51.0% | -60.6% | -11.7% |
| 3Y | -25.4% | +1.5% | -26.9% | -27.1% |
| All | -36.0% | -70.6% | +34.6% | -35.8% |
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