+7.0%
GD vs FIGR
-37.5%
+44.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.5% |
| 7D | -1.9% | +5.6% | -7.5% | -1.9% |
| 30D | +10.9% | -18.2% | +29.1% | +11.1% |
| 3M | -6.8% | -19.0% | +12.3% | -6.9% |
| 6M | +7.0% | -38.0% | +45.0% | +7.0% |
| YTD | +11.1% | -42.9% | +54.0% | +9.7% |
| 1Y | +7.0% | -37.9% | +45.0% | +5.4% |
| All | +7.0% | -37.5% | +44.5% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling