-55.8%
FIG vs GFS
+37.2%
-93.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.1% |
| 7D | -16.3% | +1.0% | -17.3% | -16.1% |
| 30D | -14.3% | -8.6% | -5.7% | -15.6% |
| 3M | +7.2% | -46.5% | +53.7% | +0.5% |
| 6M | -18.6% | -4.8% | -13.8% | -27.6% |
| YTD | -35.5% | +29.7% | -65.1% | -50.3% |
| 1Y | -55.8% | +35.8% | -91.6% | -66.9% |
| All | -55.8% | +37.2% | -93.0% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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