-83.6%
FIG vs GFS
+10.0%
-93.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | +2.6% | +17.2% | -14.6% | +3.7% |
| 30D | -13.1% | -8.7% | -4.3% | -14.1% |
| 3M | -20.3% | -19.7% | -0.7% | -22.3% |
| 6M | -2.1% | -40.7% | +38.6% | -7.0% |
| YTD | -49.4% | +22.5% | -71.9% | -65.0% |
| 1Y | -57.0% | +25.2% | -82.2% | -71.0% |
| All | -83.6% | +10.0% | -93.6% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling