+16.2%
GRMN vs FIGR
+6.3%
+9.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.6% |
| 7D | +0.2% | +13.5% | -13.4% | 0.0% |
| 30D | -11.3% | +33.7% | -45.0% | -11.7% |
| 3M | +17.7% | +37.3% | -19.6% | +16.8% |
| 6M | +14.2% | +25.5% | -11.4% | +13.2% |
| YTD | +37.0% | -6.3% | +43.3% | +36.1% |
| All | +16.2% | +6.3% | +9.9% | +15.4% |
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