-83.9%
FIG vs GH
+246.3%
-330.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.9% |
| 7D | -11.4% | -11.2% | -0.2% | -11.3% |
| 30D | -17.2% | -7.2% | -10.0% | -17.1% |
| 3M | -26.6% | -7.1% | -19.5% | -26.5% |
| 6M | -9.8% | +62.3% | -72.2% | -6.9% |
| YTD | -50.1% | +52.1% | -102.2% | -49.6% |
| 1Y | -58.1% | +58.6% | -116.7% | -57.2% |
| All | -83.9% | +246.3% | -330.2% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling