-80.9%
FIG vs DG
+21.0%
-102.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.1% |
| 7D | -14.5% | -4.8% | -9.6% | -12.6% |
| 30D | -13.3% | +1.8% | -15.1% | -13.9% |
| 3M | +7.4% | +14.5% | -7.0% | +2.2% |
| 6M | -27.8% | -13.6% | -14.2% | -27.4% |
| YTD | -41.1% | -4.8% | -36.3% | -41.9% |
| 1Y | -58.7% | +21.6% | -80.3% | -61.3% |
| All | -80.9% | +21.0% | -102.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling