+71.9%
GOOG vs FIG
-74.0%
+145.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -2.5% | -12.2% | +9.7% | -2.0% |
| 30D | -3.6% | -11.0% | +7.4% | -3.3% |
| 3M | -6.4% | +11.9% | -18.3% | -7.0% |
| 6M | +7.8% | -21.9% | +29.7% | +8.1% |
| YTD | +5.5% | -40.8% | +46.2% | +6.9% |
| 1Y | +38.3% | -56.6% | +94.9% | +41.3% |
| All | +71.9% | -74.0% | +145.9% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling