+100.9%
COST vs FGI
-69.8%
+170.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -3.2% | +5.2% | -8.3% | -3.2% |
| 30D | -4.0% | +65.2% | -69.2% | -4.4% |
| 3M | -6.5% | +30.2% | -36.6% | -6.8% |
| 6M | -8.5% | +87.8% | -96.3% | -9.1% |
| YTD | +6.0% | +32.5% | -26.4% | +5.5% |
| 1Y | -5.8% | +93.6% | -99.4% | -6.6% |
| 3Y | +71.8% | -2.6% | +74.4% | +71.3% |
| All | +100.9% | -69.8% | +170.7% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling