+0.7%
GPC vs FIGR
-34.7%
+35.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +23.4% |
| YTD | +3.5% | -40.8% | +44.2% | +4.3% |
| 1Y | +0.7% | -33.1% | +33.9% | +2.5% |
| All | +0.7% | -34.7% | +35.4% | +2.5% |
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