-20.0%
GME vs FIGR
+5.9%
-25.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.3% |
| 7D | +4.8% | +14.9% | -10.0% | +4.5% |
| 30D | +5.9% | +32.3% | -26.4% | +5.1% |
| 3M | -10.7% | +34.8% | -45.5% | -11.4% |
| 6M | -19.8% | +16.8% | -36.6% | -20.3% |
| YTD | -0.9% | -6.7% | +5.7% | -2.9% |
| All | -20.0% | +5.9% | -25.8% | -21.9% |
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 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