-51.7%
FIG vs GFS
+15.5%
-67.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.9% | +11.2% | +3.7% |
| 7D | -4.7% | -12.5% | +7.9% | -7.6% |
| 30D | +0.5% | -16.9% | +17.5% | -3.6% |
| 3M | -18.4% | -22.3% | +3.9% | -22.5% |
| 6M | +10.9% | -40.2% | +51.1% | -0.4% |
| YTD | -40.8% | +16.0% | -56.8% | -50.8% |
| 1Y | -51.7% | +17.7% | -69.4% | -60.5% |
| All | -51.7% | +15.5% | -67.2% | -60.5% |
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