-83.7%
FIG vs GEN
+1.8%
-85.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.7% | +3.9% |
| 7D | -13.1% | +2.3% | -15.4% | -14.3% |
| 30D | -13.0% | +33.1% | -46.0% | -30.7% |
| 3M | -21.5% | +6.5% | -28.0% | -25.7% |
| 6M | -2.5% | +53.8% | -56.3% | -33.0% |
| YTD | -49.7% | +11.2% | -60.9% | -54.7% |
| 1Y | -59.1% | +19.4% | -78.5% | -65.1% |
| All | -83.7% | +1.8% | -85.5% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling