-9.8%
GFI vs FIGR
+7.7%
-17.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.7% |
| 7D | -5.1% | +1.0% | -6.1% | -5.5% |
| 30D | +13.4% | +31.4% | -17.9% | +4.8% |
| 3M | +36.2% | +30.3% | +6.0% | +24.6% |
| 6M | -9.8% | -7.6% | -2.2% | -11.1% |
| All | -9.8% | +7.7% | -17.6% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling