-55.8%
FIG vs GD
+13.1%
-68.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.7% |
| 7D | -16.3% | -5.3% | -11.1% | -14.7% |
| 30D | -14.3% | -6.4% | -7.9% | -12.4% |
| 3M | +7.2% | +5.7% | +1.5% | +4.5% |
| 6M | -18.6% | -0.9% | -17.7% | -17.5% |
| YTD | -35.5% | +8.2% | -43.6% | -39.2% |
| 1Y | -55.8% | +13.4% | -69.2% | -58.7% |
| All | -55.8% | +13.1% | -68.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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