-79.1%
FIG vs GWW
+29.2%
-108.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 6M | -18.6% | +15.8% | -34.4% | -20.2% |
| YTD | -35.5% | +32.0% | -67.5% | -38.3% |
| 1Y | -55.8% | +29.9% | -85.7% | -58.5% |
| All | -79.1% | +29.2% | -108.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling