+61.0%
GLW vs FIGR
-32.8%
+93.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.9% |
| 7D | +1.4% | +5.1% | -3.7% | +0.8% |
| 30D | -18.2% | -15.0% | -3.2% | -16.6% |
| 3M | -24.2% | -13.1% | -11.1% | -23.4% |
| 6M | -41.7% | -37.9% | -3.8% | -39.2% |
| YTD | +38.3% | -40.8% | +79.1% | +37.2% |
| 1Y | +38.2% | -33.1% | +71.3% | +34.2% |
| All | +61.0% | -32.8% | +93.8% | +55.3% |
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 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