+3.0%
GEN vs FIGR
+1.6%
+1.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +3.8% | +31.4% | -27.6% | +2.9% |
| 3M | +22.3% | +30.3% | -8.0% | +21.1% |
| 6M | +39.0% | -7.6% | +46.6% | +38.3% |
| YTD | +11.9% | -10.5% | +22.4% | +12.8% |
| All | +3.0% | +1.6% | +1.4% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling