-12.0%
GGLL vs FIGR
-29.5%
+17.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.9% |
| 7D | +11.5% | +22.8% | -11.3% | +9.2% |
| 30D | -31.2% | -5.8% | -25.4% | -31.1% |
| 3M | -28.7% | -16.3% | -12.3% | -27.9% |
| 6M | -47.2% | -35.0% | -12.2% | -46.3% |
| YTD | -24.3% | -37.1% | +12.9% | -24.1% |
| 1Y | -12.0% | -31.2% | +19.2% | -11.5% |
| All | -12.0% | -29.5% | +17.5% | -11.5% |
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 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