+24.8%
GFI vs FIGR
-3.1%
+28.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +13.2% | +13.7% | -0.4% | +11.2% |
| 3M | +28.5% | +23.9% | +4.6% | +24.3% |
| 6M | -6.2% | -8.4% | +2.3% | -6.7% |
| YTD | +8.7% | -14.6% | +23.3% | +7.1% |
| 1Y | +24.8% | +12.1% | +12.8% | +16.8% |
| All | +24.8% | -3.1% | +28.0% | +16.8% |
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