+10.3%
GLD vs FIGR
-35.2%
+45.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -2.4% |
| 7D | +2.8% | +5.6% | -2.8% | +2.4% |
| 30D | -4.0% | -18.2% | +14.3% | -3.0% |
| 3M | -8.2% | -19.0% | +10.8% | -7.3% |
| 6M | -14.8% | -38.0% | +23.1% | -13.5% |
| YTD | -6.8% | -42.9% | +36.0% | -5.9% |
| 1Y | -2.4% | -37.9% | +35.5% | -1.6% |
| All | +10.3% | -35.2% | +45.5% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling