-83.6%
FIG vs GD
+20.6%
-104.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | +0.6% | -14.9% | -14.4% |
| 30D | -13.6% | +9.5% | -23.1% | -16.4% |
| 3M | -23.7% | -5.8% | -17.9% | -22.4% |
| 6M | -5.4% | +7.7% | -13.1% | -8.4% |
| YTD | -49.2% | +11.1% | -60.3% | -52.4% |
| 1Y | -57.4% | +6.1% | -63.4% | -58.2% |
| All | -83.6% | +20.6% | -104.2% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling