-84.0%
FIG vs FGI
+87.3%
-171.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -17.4% | -11.6% | -5.8% | -17.3% |
| 30D | -15.9% | -3.3% | -12.6% | -15.9% |
| 3M | -34.5% | +65.6% | -100.1% | -35.1% |
| 6M | -5.0% | -2.8% | -2.3% | -6.3% |
| YTD | -50.7% | +30.1% | -80.8% | -50.8% |
| 1Y | -58.1% | +50.2% | -108.3% | -58.0% |
| All | -84.0% | +87.3% | -171.4% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling