+2.7%
FIG vs GH
+53.0%
-50.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.0% |
| 7D | +3.4% | +0.6% | +2.9% | +3.4% |
| 30D | -9.5% | -6.9% | -2.5% | -8.6% |
| 3M | -26.2% | -4.9% | -21.3% | -25.1% |
| 6M | +2.7% | +54.1% | -51.4% | +18.2% |
| All | +2.7% | +53.0% | -50.3% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling