-56.6%
FIG vs GH
+172.3%
-229.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -12.2% | -1.2% | -11.0% | -12.1% |
| 30D | -11.0% | -3.7% | -7.3% | -10.8% |
| 3M | +11.9% | +21.7% | -9.8% | +10.1% |
| 6M | -21.9% | +75.7% | -97.6% | -25.8% |
| YTD | -40.8% | +55.7% | -96.5% | -43.9% |
| 1Y | -56.6% | +181.1% | -237.8% | -64.3% |
| All | -56.6% | +172.3% | -229.0% | -64.3% |
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