-55.8%
FIG vs GFI
+45.3%
-101.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | -16.3% | +3.1% | -19.4% | -16.4% |
| 30D | -14.3% | +27.1% | -41.4% | -14.7% |
| 3M | +7.2% | +21.2% | -14.0% | +6.7% |
| 6M | -18.6% | -4.5% | -14.1% | -18.1% |
| YTD | -35.5% | +11.7% | -47.2% | -37.5% |
| 1Y | -55.8% | +46.0% | -101.8% | -58.3% |
| All | -55.8% | +45.3% | -101.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling