-12.2%
GGLL vs FIGR
-41.8%
+29.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.4% | +6.1% |
| 7D | -23.1% | -1.3% | -21.8% | -23.0% |
| 30D | -32.9% | -17.6% | -15.3% | -31.8% |
| 3M | -44.9% | -16.7% | -28.2% | -44.1% |
| 6M | -49.5% | -36.1% | -13.4% | -48.2% |
| YTD | -28.9% | -43.6% | +14.7% | -27.8% |
| 1Y | -12.2% | -39.8% | +27.7% | -10.9% |
| All | -12.2% | -41.8% | +29.6% | -10.9% |
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