-80.3%
FIG vs GFS
+16.1%
-96.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.7% |
| 7D | -16.4% | +2.6% | -19.0% | -16.1% |
| 30D | -2.3% | -16.4% | +14.1% | -4.1% |
| 3M | +7.8% | -41.6% | +49.4% | +4.6% |
| 6M | -21.8% | -3.7% | -18.2% | -33.1% |
| YTD | -39.1% | +29.3% | -68.4% | -57.7% |
| 1Y | -56.6% | +37.1% | -93.8% | -72.2% |
| All | -80.3% | +16.1% | -96.4% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling