-80.9%
FIG vs CG
-26.8%
-54.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.8% | -1.4% |
| 7D | -14.5% | -6.4% | -8.0% | -11.8% |
| 30D | -13.3% | -7.1% | -6.3% | -10.2% |
| 3M | +7.4% | -1.6% | +9.0% | +8.9% |
| 6M | -27.8% | -8.3% | -19.5% | -25.1% |
| YTD | -41.1% | -23.8% | -17.3% | -33.3% |
| 1Y | -58.7% | -28.7% | -30.0% | -52.1% |
| All | -80.9% | -26.8% | -54.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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