+92.3%
COST vs FGI
+1.5%
+90.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +4.1% | -7.0% | +11.0% | +4.1% |
| 30D | +12.0% | -4.2% | +16.2% | +12.0% |
| 3M | +11.2% | +55.6% | -44.4% | +11.4% |
| 6M | +6.1% | -3.2% | +9.3% | +6.2% |
| YTD | +22.9% | +29.1% | -6.2% | +23.4% |
| 1Y | +14.7% | +51.0% | -36.2% | +15.5% |
| 3Y | +92.3% | +1.5% | +90.8% | +95.5% |
| All | +92.3% | +1.5% | +90.8% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling