+107.3%
CSCO vs FGI
-66.3%
+173.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -4.9% | +1.3% |
| 7D | +6.6% | +13.5% | -6.9% | +6.6% |
| 30D | -11.3% | +17.1% | -28.5% | -11.3% |
| 3M | -17.3% | +78.0% | -95.3% | -16.8% |
| 6M | +3.5% | +46.4% | -42.9% | +4.2% |
| YTD | +34.9% | +47.7% | -12.8% | +34.8% |
| 1Y | +40.5% | +56.8% | -16.3% | +40.0% |
| 3Y | +109.3% | +12.3% | +97.0% | +107.1% |
| All | +107.3% | -66.3% | +173.6% | +107.2% |
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