-10.2%
GPC vs FIGR
-32.8%
+22.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.7% |
| 7D | -2.1% | +5.1% | -7.2% | -2.0% |
| 30D | -4.5% | -15.0% | +10.5% | -4.8% |
| 3M | -7.7% | -13.1% | +5.4% | -7.7% |
| 6M | +24.3% | -37.9% | +62.2% | +23.3% |
| YTD | +3.5% | -40.8% | +44.2% | +3.9% |
| 1Y | +0.7% | -33.1% | +33.9% | +1.7% |
| All | -10.2% | -32.8% | +22.6% | -8.1% |
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