+17.7%
GFS vs FIGR
-41.8%
+59.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.2% | -10.1% | -6.4% |
| 7D | -12.5% | -1.3% | -11.2% | -12.4% |
| 30D | -16.9% | -17.6% | +0.7% | -15.3% |
| 3M | -22.3% | -16.7% | -5.5% | -21.3% |
| 6M | -40.2% | -36.1% | -4.1% | -38.1% |
| YTD | +16.0% | -43.6% | +59.6% | +16.2% |
| 1Y | +17.7% | -39.8% | +57.5% | +17.0% |
| All | +17.7% | -41.8% | +59.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling