+17.6%
FIGR vs GWRE
-45.0%
+62.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | +1.0% | -30.9% | +31.9% | +5.4% |
| 30D | +31.4% | -20.7% | +52.1% | +34.5% |
| 3M | +30.3% | +20.2% | +10.1% | +23.8% |
| 6M | -7.6% | -11.9% | +4.2% | -5.3% |
| YTD | -10.5% | -30.3% | +19.9% | -1.3% |
| All | +17.6% | -45.0% | +62.5% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling