-51.7%
FIG vs GH
+80.5%
-132.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +5.7% |
| 7D | -4.7% | -7.7% | +3.0% | -3.7% |
| 30D | +0.5% | -10.0% | +10.5% | +1.6% |
| 3M | -18.4% | +5.5% | -23.9% | -19.4% |
| 6M | +10.9% | +84.9% | -74.0% | -0.8% |
| YTD | -40.8% | +65.0% | -105.8% | -48.4% |
| 1Y | -51.7% | +71.8% | -123.5% | -59.2% |
| All | -51.7% | +80.5% | -132.2% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling