+19.4%
GLD vs FIGR
+6.3%
+13.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.0% |
| 7D | +0.7% | +13.5% | -12.8% | +0.1% |
| 30D | +0.3% | +33.7% | -33.4% | -1.0% |
| 3M | +0.6% | +37.3% | -36.7% | -0.8% |
| 6M | -15.6% | +25.5% | -41.1% | -16.6% |
| YTD | +0.9% | -6.3% | +7.2% | -0.6% |
| All | +19.4% | +6.3% | +13.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling