-80.3%
FIG vs DG
+24.3%
-104.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -3.9% |
| 7D | -16.4% | -2.5% | -13.9% | -15.4% |
| 30D | -2.3% | +1.0% | -3.3% | -2.9% |
| 3M | +7.8% | +20.3% | -12.5% | +0.5% |
| 6M | -21.8% | -11.7% | -10.1% | -22.2% |
| YTD | -39.1% | -2.3% | -36.8% | -40.7% |
| 1Y | -56.6% | +20.0% | -76.6% | -60.2% |
| All | -80.3% | +24.3% | -104.6% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling