-83.7%
FIG vs GD
+16.3%
-100.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -13.1% | -5.0% | -8.1% | -11.6% |
| 30D | -13.0% | +8.9% | -21.9% | -15.7% |
| 3M | -21.5% | -8.0% | -13.5% | -19.4% |
| 6M | -2.5% | +2.9% | -5.4% | -4.0% |
| YTD | -49.7% | +7.1% | -56.7% | -52.2% |
| 1Y | -59.1% | +5.9% | -65.0% | -60.7% |
| All | -83.7% | +16.3% | -100.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling