-55.8%
FIG vs FGI
+81.8%
-137.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.5% | -11.9% | -4.5% |
| 7D | -16.3% | +0.5% | -16.9% | -16.3% |
| 30D | -14.3% | +65.4% | -79.7% | -15.6% |
| 3M | +7.2% | +23.5% | -16.3% | +5.4% |
| 6M | -18.6% | +60.5% | -79.2% | -20.0% |
| YTD | -35.5% | +30.0% | -65.5% | -36.2% |
| 1Y | -55.8% | +82.1% | -137.9% | -55.8% |
| All | -55.8% | +81.8% | -137.6% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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