+11.7%
GLDM vs FIGR
-36.9%
+48.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.3% |
| 7D | +4.7% | +5.3% | -0.6% | +4.3% |
| 30D | -0.9% | -17.9% | +17.0% | +0.1% |
| 3M | -4.3% | -20.5% | +16.2% | -3.1% |
| 6M | -13.4% | -40.2% | +26.8% | -11.8% |
| YTD | -5.8% | -44.4% | +38.5% | -4.8% |
| 1Y | +2.1% | -36.3% | +38.4% | +2.9% |
| All | +11.7% | -36.9% | +48.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling