-80.8%
FIG vs DG
+19.5%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -12.2% | -6.3% | -5.9% | -9.7% |
| 30D | -11.0% | +2.4% | -13.4% | -11.8% |
| 3M | +11.9% | +12.4% | -0.5% | +7.2% |
| 6M | -21.9% | -14.9% | -7.0% | -21.0% |
| YTD | -40.8% | -6.1% | -34.7% | -41.3% |
| 1Y | -56.6% | +17.9% | -74.5% | -59.3% |
| All | -80.8% | +19.5% | -100.3% | -81.7% |
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 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