-57.0%
FIG vs FGI
+51.2%
-108.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.5% |
| 7D | +2.6% | +13.5% | -10.9% | +2.2% |
| 30D | -13.1% | +17.1% | -30.2% | -13.6% |
| 3M | -20.3% | +78.0% | -98.3% | -22.9% |
| 6M | -2.1% | +46.4% | -48.6% | -5.1% |
| YTD | -49.4% | +47.7% | -97.1% | -49.6% |
| 1Y | -57.0% | +56.8% | -113.8% | -57.6% |
| All | -57.0% | +51.2% | -108.2% | -57.6% |
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