+3.2%
GPN vs FIGR
-3.1%
+6.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.1% |
| 7D | -4.6% | -3.0% | -1.6% | -4.5% |
| 30D | -0.3% | +13.7% | -13.9% | -1.0% |
| 3M | +35.4% | +23.9% | +11.6% | +33.7% |
| 6M | +21.7% | -8.4% | +30.1% | +20.6% |
| YTD | +14.9% | -14.6% | +29.5% | +12.7% |
| 1Y | +3.2% | +12.1% | -8.9% | +1.7% |
| All | +3.2% | -3.1% | +6.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling