+1.7%
GPN vs FIGR
+5.9%
-4.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -6.2% | +14.9% | -21.1% | -6.8% |
| 30D | +1.0% | +32.3% | -31.2% | -0.4% |
| 3M | +36.9% | +34.8% | +2.1% | +34.7% |
| 6M | +16.8% | +16.8% | 0.0% | +15.2% |
| YTD | +13.2% | -6.7% | +19.9% | +10.7% |
| All | +1.7% | +5.9% | -4.2% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling