+20.5%
GLD vs FIGR
+5.9%
+14.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +0.1% | +14.9% | -14.7% | -0.6% |
| 30D | +0.2% | +32.3% | -32.1% | -1.1% |
| 3M | +3.2% | +34.8% | -31.6% | +1.8% |
| 6M | -14.6% | +16.8% | -31.4% | -15.5% |
| YTD | +1.8% | -6.7% | +8.4% | +0.3% |
| All | +20.5% | +5.9% | +14.6% | +18.2% |
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