-80.3%
FIG vs GEN
+1.8%
-82.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -3.1% |
| 7D | -16.4% | -0.7% | -15.7% | -15.9% |
| 30D | -2.3% | +2.6% | -5.0% | -4.7% |
| 3M | +7.8% | +15.8% | -8.0% | -5.7% |
| 6M | -21.8% | +33.1% | -55.0% | -39.6% |
| YTD | -39.1% | +11.3% | -50.4% | -45.5% |
| 1Y | -56.6% | +1.7% | -58.3% | -58.4% |
| All | -80.3% | +1.8% | -82.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling