+40.0%
GLW vs FIGR
-30.4%
+70.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.6% | -4.1% |
| 7D | +7.7% | +11.0% | -3.2% | +6.2% |
| 30D | -18.8% | +0.7% | -19.5% | -19.1% |
| 3M | -27.7% | -20.9% | -6.8% | -26.3% |
| 6M | -44.4% | -37.7% | -6.7% | -42.5% |
| YTD | +31.3% | -38.2% | +69.5% | +27.7% |
| 1Y | +40.0% | -27.1% | +67.1% | +32.9% |
| All | +40.0% | -30.4% | +70.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling