+135.7%
COST vs FGI
-70.0%
+205.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.6% | -4.1% | +8.7% | +4.6% |
| 30D | +12.8% | -3.4% | +16.1% | +12.8% |
| 3M | +12.1% | +61.8% | -49.7% | +11.6% |
| 6M | +6.0% | +17.0% | -11.0% | +5.6% |
| YTD | +24.4% | +31.4% | -7.0% | +23.7% |
| 1Y | +17.1% | +42.7% | -25.5% | +16.4% |
| 3Y | +92.2% | -0.1% | +92.3% | +91.4% |
| All | +135.7% | -70.0% | +205.7% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling