+94.3%
CSCO vs FGI
-74.8%
+169.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -25.2% | +18.9% | -6.3% |
| 7D | +1.9% | -14.4% | +16.3% | +1.9% |
| 30D | -15.8% | -11.8% | -4.1% | -15.8% |
| 3M | -15.4% | -46.2% | +30.9% | -15.5% |
| 6M | -5.4% | +5.2% | -10.6% | -4.7% |
| YTD | +26.5% | +10.5% | +15.9% | +26.3% |
| 1Y | +25.9% | +25.5% | +0.4% | +25.3% |
| 3Y | +97.5% | -16.0% | +113.5% | +95.4% |
| All | +94.3% | -74.8% | +169.1% | +94.2% |
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