-83.6%
FIG vs GEN
+4.7%
-88.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +0.3% |
| 7D | -14.3% | -0.8% | -13.5% | -13.8% |
| 30D | -13.6% | +31.2% | -44.8% | -30.2% |
| 3M | -23.7% | +6.1% | -29.8% | -27.0% |
| 6M | -5.4% | +38.1% | -43.5% | -27.7% |
| YTD | -49.2% | +14.4% | -63.6% | -55.2% |
| 1Y | -57.4% | +15.1% | -72.5% | -62.6% |
| All | -83.6% | +4.7% | -88.2% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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