+84.2%
COP vs FGI
-70.0%
+154.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -6.1% | -4.1% | -2.0% | -6.1% |
| 30D | +1.1% | -3.4% | +4.5% | +1.1% |
| 3M | +10.9% | +61.8% | -50.8% | +10.2% |
| 6M | +20.8% | +17.0% | +3.7% | +20.3% |
| YTD | +48.0% | +31.4% | +16.6% | +45.8% |
| 1Y | +58.5% | +42.7% | +15.9% | +55.0% |
| 3Y | +28.1% | -0.1% | +28.3% | +23.0% |
| All | +84.2% | -70.0% | +154.3% | +80.1% |
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