-9.7%
GAP vs FIGR
-29.9%
+20.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.8% |
| 7D | -1.9% | +11.0% | -12.9% | -2.2% |
| 30D | -7.1% | +0.7% | -7.7% | -7.2% |
| 3M | +4.1% | -20.9% | +25.0% | +3.9% |
| 6M | +1.9% | -37.7% | +39.7% | +2.4% |
| YTD | -15.2% | -38.2% | +23.0% | -15.8% |
| 1Y | -10.6% | -27.1% | +16.5% | -12.6% |
| All | -9.7% | -29.9% | +20.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling