-55.2%
GLXY vs FIGR
-41.8%
-13.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.2% | -21.2% | -18.8% |
| 7D | -26.8% | -1.3% | -25.5% | -26.5% |
| 30D | -38.3% | -17.6% | -20.7% | -33.2% |
| 3M | -36.9% | -16.7% | -20.2% | -32.3% |
| 6M | -52.1% | -36.1% | -16.0% | -43.6% |
| YTD | -37.5% | -43.6% | +6.1% | -23.8% |
| 1Y | -55.2% | -39.8% | -15.3% | -46.3% |
| All | -55.2% | -41.8% | -13.3% | -46.3% |
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 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