-79.9%
FIG vs GH
+250.8%
-330.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.8% |
| 7D | -3.8% | -2.5% | -1.3% | -3.9% |
| 30D | -2.3% | -4.7% | +2.4% | -2.5% |
| 3M | +20.0% | +20.2% | -0.3% | +21.0% |
| 6M | -16.7% | +78.8% | -95.4% | -14.2% |
| YTD | -37.9% | +54.1% | -92.0% | -37.4% |
| 1Y | -58.5% | +177.1% | -235.6% | -48.3% |
| All | -79.9% | +250.8% | -330.7% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling