+64.3%
GGLL vs FIGR
+6.3%
+58.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.7% |
| 7D | +1.9% | +13.5% | -11.7% | +0.5% |
| 30D | -9.7% | +33.7% | -43.4% | -12.7% |
| 3M | -18.0% | +37.3% | -55.4% | -21.1% |
| 6M | +15.3% | +25.5% | -10.3% | +11.8% |
| YTD | +2.2% | -6.3% | +8.5% | -1.9% |
| All | +64.3% | +6.3% | +58.0% | +45.6% |
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