-16.4%
GLXY vs FIGR
+1.6%
-18.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.5% |
| 7D | -8.9% | +1.0% | -9.9% | -9.3% |
| 30D | +19.9% | +31.4% | -11.5% | +7.3% |
| 3M | -20.0% | +30.3% | -50.2% | -29.0% |
| 6M | +10.5% | -7.6% | +18.2% | +10.4% |
| YTD | +7.9% | -10.5% | +18.4% | +7.8% |
| All | -16.4% | +1.6% | -18.0% | -18.4% |
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