-80.8%
FIG vs GFS
+18.3%
-99.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -12.2% | +3.2% | -15.4% | -11.9% |
| 30D | -11.0% | -9.6% | -1.4% | -12.0% |
| 3M | +11.9% | -38.5% | +50.4% | +8.4% |
| 6M | -21.9% | -1.3% | -20.6% | -33.1% |
| YTD | -40.8% | +31.8% | -72.6% | -58.7% |
| 1Y | -56.6% | +44.6% | -101.2% | -73.1% |
| All | -80.8% | +18.3% | -99.2% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling