+74.5%
GOOG vs FIG
-73.2%
+147.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.2% |
| 7D | +1.1% | -16.4% | +17.4% | +1.8% |
| 30D | -5.1% | -2.3% | -2.7% | -5.1% |
| 3M | -7.1% | +7.8% | -14.9% | -7.5% |
| 6M | +12.7% | -21.8% | +34.5% | +12.9% |
| YTD | +7.1% | -39.1% | +46.2% | +8.4% |
| 1Y | +43.6% | -56.6% | +100.2% | +46.6% |
| All | +74.5% | -73.2% | +147.7% | +76.6% |
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