-34.0%
GDDY vs FIGR
-3.1%
-30.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +1.7% |
| 7D | -3.2% | -3.0% | -0.2% | -3.2% |
| 30D | +6.8% | +13.7% | -6.9% | +6.9% |
| 3M | +30.5% | +23.9% | +6.6% | +30.5% |
| 6M | +13.3% | -8.4% | +21.8% | +12.7% |
| YTD | -21.0% | -14.6% | -6.3% | -20.1% |
| 1Y | -34.0% | +12.1% | -46.1% | -34.9% |
| All | -34.0% | -3.1% | -30.9% | -34.9% |
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