+44.6%
COP vs FGI
+81.8%
-37.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.0% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | +17.5% | +65.4% | -47.9% | +18.2% |
| 3M | +13.4% | +23.5% | -10.1% | +14.1% |
| 6M | +17.7% | +60.5% | -42.8% | +18.1% |
| YTD | +46.6% | +30.0% | +16.6% | +47.4% |
| 1Y | +44.6% | +82.1% | -37.5% | +42.4% |
| All | +44.6% | +81.8% | -37.2% | +42.4% |
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 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