-51.7%
FIG vs DG
+45.3%
-97.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.5% | -3.3% | +1.3% |
| 7D | -4.7% | +12.3% | -16.9% | -9.6% |
| 30D | +0.5% | +19.3% | -18.8% | -7.4% |
| 3M | -18.4% | +11.9% | -30.3% | -22.8% |
| 6M | +10.9% | +25.0% | -14.1% | -0.3% |
| YTD | -40.8% | +8.7% | -49.5% | -45.4% |
| 1Y | -51.7% | +44.7% | -96.4% | -56.7% |
| All | -51.7% | +45.3% | -97.0% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling