+22.1%
GFI vs FIGR
-3.1%
+25.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.6% |
| 7D | -4.9% | -3.0% | -1.8% | -4.5% |
| 30D | +10.7% | +13.7% | -2.9% | +8.8% |
| 3M | +25.6% | +23.9% | +1.8% | +21.5% |
| 6M | -8.3% | -8.4% | +0.2% | -8.8% |
| YTD | +6.3% | -14.6% | +20.9% | +4.8% |
| 1Y | +22.1% | +12.1% | +10.0% | +14.2% |
| All | +22.1% | -3.1% | +25.2% | +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