-51.7%
FIG vs GM
+37.1%
-88.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +5.2% |
| 7D | -4.7% | +12.1% | -16.7% | -4.5% |
| 30D | +0.5% | +15.2% | -14.7% | +0.7% |
| 3M | -18.4% | +4.9% | -23.3% | -18.3% |
| 6M | +10.9% | +22.6% | -11.7% | +14.4% |
| YTD | -40.8% | +14.4% | -55.2% | -38.8% |
| 1Y | -51.7% | +39.4% | -91.1% | -55.5% |
| All | -51.7% | +37.1% | -88.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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