-84.0%
FIG vs GD
+17.0%
-101.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.3% | -15.9% |
| 7D | -17.4% | -3.9% | -13.5% | -16.3% |
| 30D | -15.9% | +8.1% | -24.0% | -18.3% |
| 3M | -34.5% | -6.8% | -27.7% | -33.1% |
| 6M | -5.0% | +3.0% | -8.1% | -6.5% |
| YTD | -50.7% | +7.8% | -58.4% | -53.3% |
| 1Y | -58.1% | +5.8% | -63.9% | -59.5% |
| All | -84.0% | +17.0% | -101.1% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling