+44.4%
GEV vs FIG
-74.1%
+118.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.2% |
| 7D | +3.2% | -14.5% | +17.6% | +2.6% |
| 30D | -4.0% | -13.3% | +9.3% | -4.3% |
| 3M | +3.4% | +7.4% | -4.0% | +4.1% |
| 6M | +14.7% | -27.8% | +42.5% | +17.3% |
| YTD | +45.8% | -41.1% | +86.9% | +52.2% |
| 1Y | +57.4% | -58.7% | +116.1% | +69.5% |
| All | +44.4% | -74.1% | +118.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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