+29.4%
GFS vs FIGR
-29.9%
+59.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | +7.4% | +11.0% | -3.6% | +5.9% |
| 30D | -15.3% | +0.7% | -15.9% | -15.5% |
| 3M | -21.1% | -20.9% | -0.2% | -19.6% |
| 6M | -44.5% | -37.7% | -6.7% | -42.5% |
| YTD | +19.2% | -38.2% | +57.5% | +19.0% |
| 1Y | +27.2% | -27.1% | +54.3% | +23.4% |
| All | +29.4% | -29.9% | +59.4% | +27.5% |
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