+19.2%
GGLL vs FIGR
-29.9%
+49.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.9% |
| 7D | +7.7% | +11.0% | -3.3% | +6.3% |
| 30D | -30.2% | +0.7% | -30.9% | -30.4% |
| 3M | -31.3% | -20.9% | -10.4% | -30.0% |
| 6M | -52.1% | -37.7% | -14.3% | -50.5% |
| YTD | -25.9% | -38.2% | +12.4% | -25.9% |
| 1Y | -8.5% | -27.1% | +18.6% | -11.8% |
| All | +19.2% | -29.9% | +49.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling