-54.6%
GGLL vs FIGR
-39.0%
-15.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -0.4% |
| 7D | +3.1% | +5.3% | -2.2% | +2.0% |
| 30D | -36.3% | -17.9% | -18.4% | -34.1% |
| 3M | -40.4% | -20.5% | -19.8% | -38.9% |
| 6M | -54.6% | -40.2% | -14.4% | -51.5% |
| All | -54.6% | -39.0% | -15.6% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling