-2.1%
FIG vs GFS
-41.3%
+39.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.4% |
| 7D | +2.6% | +17.2% | -14.6% | +7.5% |
| 30D | -13.1% | -8.7% | -4.3% | -16.8% |
| 3M | -20.3% | -19.7% | -0.7% | -28.1% |
| 6M | -2.1% | -40.7% | +38.6% | -20.1% |
| All | -2.1% | -41.3% | +39.2% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling