-80.8%
FIG vs GD
+19.8%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.9% |
| 7D | -4.7% | +3.0% | -7.6% | -5.7% |
| 30D | +0.5% | +10.5% | -10.0% | -3.2% |
| 3M | -18.4% | -5.0% | -13.4% | -17.3% |
| 6M | +10.9% | +5.5% | +5.4% | +8.1% |
| YTD | -40.8% | +10.3% | -51.1% | -44.4% |
| 1Y | -51.7% | +8.2% | -59.8% | -53.7% |
| All | -80.8% | +19.8% | -100.7% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling