-80.9%
FIG vs GFI
+98.7%
-179.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.3% |
| 7D | -14.5% | +4.7% | -19.2% | -14.4% |
| 30D | -13.3% | +14.4% | -27.7% | -12.9% |
| 3M | +7.4% | +32.5% | -25.1% | +8.3% |
| 6M | -27.8% | -7.2% | -20.6% | -27.4% |
| YTD | -41.1% | +10.9% | -52.0% | -41.3% |
| 1Y | -58.7% | +35.5% | -94.2% | -56.3% |
| All | -80.9% | +98.7% | -179.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling