+43.0%
GEV vs FIG
-71.6%
+114.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.1% |
| 7D | +3.3% | -16.3% | +19.6% | +2.7% |
| 30D | -7.5% | -14.3% | +6.8% | -7.8% |
| 3M | -2.2% | +7.2% | -9.3% | -1.2% |
| 6M | +12.1% | -18.6% | +30.7% | +14.8% |
| YTD | +44.4% | -35.5% | +79.8% | +51.2% |
| 1Y | +57.7% | -55.8% | +113.5% | +70.4% |
| All | +43.0% | -71.6% | +114.6% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling