-80.9%
FIG vs GWW
+24.7%
-105.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -14.5% | -0.5% | -14.0% | -14.4% |
| 30D | -13.3% | -1.4% | -11.9% | -13.4% |
| 3M | +7.4% | -3.6% | +11.1% | +6.7% |
| 6M | -27.8% | +15.1% | -42.9% | -29.5% |
| YTD | -41.1% | +27.5% | -68.6% | -43.8% |
| 1Y | -58.7% | +29.6% | -88.3% | -61.1% |
| All | -80.9% | +24.7% | -105.6% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling