+100.4%
CSCO vs FGI
-70.0%
+170.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +5.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | -16.7% | -3.2% | -13.4% | -16.7% |
| 3M | -18.4% | +64.1% | -82.6% | -18.0% |
| 6M | +2.9% | +17.2% | -14.3% | +3.7% |
| YTD | +30.4% | +31.6% | -1.1% | +30.3% |
| 1Y | +41.4% | +45.1% | -3.7% | +40.8% |
| 3Y | +104.7% | -2.0% | +106.6% | +102.7% |
| All | +100.4% | -70.0% | +170.4% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling