-58.5%
FIG vs GM
+50.1%
-108.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | -3.8% | -2.4% | -1.4% | -4.0% |
| 30D | -2.3% | -1.1% | -1.2% | -2.4% |
| 3M | +20.0% | +6.1% | +13.8% | +22.1% |
| 6M | -16.7% | +15.0% | -31.6% | -14.6% |
| YTD | -37.9% | +6.0% | -43.9% | -36.3% |
| 1Y | -58.5% | +47.1% | -105.6% | -56.4% |
| All | -58.5% | +50.1% | -108.6% | -56.4% |
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