+10.9%
FIG vs GD
+7.0%
+3.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.5% |
| 7D | -4.7% | +3.0% | -7.6% | -5.4% |
| 30D | +0.5% | +10.5% | -10.0% | -2.6% |
| 3M | -18.4% | -5.0% | -13.4% | -18.0% |
| 6M | +10.9% | +5.5% | +5.4% | +11.6% |
| All | +10.9% | +7.0% | +3.9% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling