+40.1%
GILD vs FIGR
-45.4%
+85.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.2% | +5.2% | -4.1% |
| 7D | +1.2% | -11.4% | +12.6% | +1.0% |
| 30D | +16.2% | -23.6% | +39.8% | +15.7% |
| 3M | +27.9% | -27.3% | +55.1% | +27.6% |
| 6M | +27.1% | -44.0% | +71.0% | +25.8% |
| YTD | +39.0% | -48.8% | +87.8% | +38.0% |
| 1Y | +40.1% | -46.0% | +86.1% | +40.8% |
| All | +40.1% | -45.4% | +85.5% | +40.8% |
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