+60.7%
COP vs FGI
+38.7%
+22.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.0% | -0.2% | -5.3% |
| 7D | -8.1% | +3.3% | -11.5% | -8.1% |
| 30D | +6.7% | -2.0% | +8.7% | +6.7% |
| 3M | +16.9% | +60.3% | -43.4% | +19.8% |
| 6M | +11.2% | +0.7% | +10.4% | +13.1% |
| YTD | +49.5% | +30.2% | +19.3% | +57.1% |
| 1Y | +60.7% | +44.4% | +16.3% | +68.0% |
| All | +60.7% | +38.7% | +22.0% | +68.0% |
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 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