+15.6%
FIGR vs GWRE
-36.2%
+51.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.9% | +19.2% | +2.0% |
| 7D | -0.2% | -21.1% | +20.8% | +2.6% |
| 30D | +25.2% | +1.3% | +23.9% | +24.4% |
| 3M | +14.8% | +7.4% | +7.4% | +13.1% |
| 6M | +17.9% | +5.6% | +12.3% | +16.1% |
| YTD | -11.9% | -19.2% | +7.2% | -4.6% |
| All | +15.6% | -36.2% | +51.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling