-5.8%
COST vs FGI
+93.1%
-98.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.1% |
| 3M | -6.5% | +30.2% | -36.6% | -6.6% |
| 6M | -8.5% | +87.8% | -96.3% | -8.5% |
| YTD | +6.0% | +32.5% | -26.4% | +6.0% |
| 1Y | -5.8% | +93.6% | -99.4% | -5.5% |
| All | -5.8% | +93.1% | -98.9% | -5.5% |
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