-32.7%
CG vs FIGR
+5.9%
-38.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -6.4% | +14.9% | -21.3% | -8.2% |
| 30D | -7.1% | +32.3% | -39.3% | -10.8% |
| 3M | -1.6% | +34.8% | -36.4% | -6.3% |
| 6M | -8.3% | +16.8% | -25.1% | -11.8% |
| YTD | -23.8% | -6.7% | -17.1% | -25.8% |
| All | -32.7% | +5.9% | -38.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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