+18.3%
GE vs FIGR
-28.7%
+47.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -4.0% |
| 7D | +5.1% | +22.8% | -17.7% | +3.3% |
| 30D | +7.6% | -5.8% | +13.3% | +7.7% |
| 3M | -9.3% | -16.3% | +7.0% | -8.8% |
| 6M | +11.5% | -35.0% | +46.6% | +13.5% |
| YTD | +7.9% | -37.1% | +45.0% | +7.1% |
| 1Y | +7.6% | -31.2% | +38.8% | +5.4% |
| All | +18.3% | -28.7% | +47.0% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling