-80.9%
FIG vs GM
+61.1%
-142.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.4% |
| 7D | -14.5% | -1.1% | -13.4% | -14.5% |
| 30D | -13.3% | -4.6% | -8.7% | -13.6% |
| 3M | +7.4% | +0.2% | +7.2% | +8.8% |
| 6M | -27.8% | +12.6% | -40.4% | -25.9% |
| YTD | -41.1% | +3.7% | -44.8% | -39.7% |
| 1Y | -58.7% | +45.6% | -104.4% | -56.7% |
| All | -80.9% | +61.1% | -142.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling