-58.5%
FIG vs GFI
+26.4%
-85.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.8% |
| 7D | -3.8% | -4.9% | +1.0% | -3.7% |
| 30D | -2.3% | +10.7% | -13.0% | -2.4% |
| 3M | +20.0% | +25.6% | -5.7% | +19.3% |
| 6M | -16.7% | -8.3% | -8.4% | -16.2% |
| YTD | -37.9% | +6.3% | -44.2% | -39.8% |
| 1Y | -58.5% | +22.1% | -80.6% | -62.1% |
| All | -58.5% | +26.4% | -85.0% | -62.1% |
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