-83.6%
FIG vs DG
+34.2%
-117.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -14.3% | -3.0% | -11.3% | -12.9% |
| 30D | -13.6% | +8.6% | -22.2% | -16.6% |
| 3M | -23.7% | +15.0% | -38.8% | -28.2% |
| 6M | -5.4% | +32.7% | -38.1% | -15.2% |
| YTD | -49.2% | +5.5% | -54.7% | -52.2% |
| 1Y | -57.4% | +34.6% | -92.0% | -61.7% |
| All | -83.6% | +34.2% | -117.8% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling