-55.8%
FIG vs GWW
+31.2%
-87.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.3% |
| 7D | -16.3% | +1.4% | -17.7% | -16.2% |
| 30D | -14.3% | +3.3% | -17.6% | -14.2% |
| 3M | +7.2% | +2.9% | +4.2% | +6.2% |
| 6M | -18.6% | +15.8% | -34.4% | -21.2% |
| YTD | -35.5% | +32.0% | -67.5% | -41.6% |
| 1Y | -55.8% | +29.9% | -85.7% | -57.0% |
| All | -55.8% | +31.2% | -87.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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