-55.8%
FIG vs GM
+53.0%
-108.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.3% |
| 7D | -16.3% | +1.9% | -18.2% | -16.2% |
| 30D | -14.3% | -1.4% | -12.9% | -14.4% |
| 3M | +7.2% | +5.9% | +1.2% | +8.8% |
| 6M | -18.6% | +12.4% | -31.0% | -16.7% |
| YTD | -35.5% | +8.6% | -44.1% | -33.9% |
| 1Y | -55.8% | +52.6% | -108.4% | -54.9% |
| All | -55.8% | +53.0% | -108.8% | -54.9% |
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