-83.2%
FIG vs GFS
+7.0%
-90.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +2.6% |
| 7D | +3.4% | +7.4% | -4.0% | +3.9% |
| 30D | -9.5% | -15.3% | +5.8% | -11.2% |
| 3M | -26.2% | -21.1% | -5.1% | -28.1% |
| 6M | +2.7% | -44.5% | +47.2% | -1.8% |
| YTD | -48.0% | +19.2% | -67.2% | -64.1% |
| 1Y | -52.0% | +27.2% | -79.3% | -68.9% |
| All | -83.2% | +7.0% | -90.2% | -87.4% |
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