+177.1%
GH vs FIGR
-3.1%
+180.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.8% |
| 7D | -2.5% | -3.0% | +0.5% | -2.4% |
| 30D | -4.7% | +13.7% | -18.3% | -5.5% |
| 3M | +20.2% | +23.9% | -3.6% | +18.7% |
| 6M | +78.8% | -8.4% | +87.2% | +78.1% |
| YTD | +54.1% | -14.6% | +68.7% | +54.6% |
| 1Y | +177.1% | +12.1% | +165.0% | +179.7% |
| All | +177.1% | -3.1% | +180.2% | +179.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling