+73.9%
GOOGL vs FIG
-74.0%
+147.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -2.8% | -12.2% | +9.4% | -2.3% |
| 30D | -3.2% | -11.0% | +7.8% | -2.8% |
| 3M | -6.6% | +11.9% | -18.5% | -7.2% |
| 6M | +8.5% | -21.9% | +30.4% | +8.8% |
| YTD | +6.5% | -40.8% | +47.2% | +7.9% |
| 1Y | +39.4% | -56.6% | +96.1% | +42.6% |
| All | +73.9% | -74.0% | +147.9% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling