+34.7%
GS vs FIGR
+6.3%
+28.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.9% |
| 7D | +3.4% | +13.5% | -10.2% | +1.8% |
| 30D | +0.2% | +33.7% | -33.5% | -3.3% |
| 3M | -0.3% | +37.3% | -37.7% | -4.3% |
| 6M | +27.4% | +25.5% | +1.8% | +22.6% |
| YTD | +19.6% | -6.3% | +26.0% | +16.6% |
| All | +34.7% | +6.3% | +28.4% | +32.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling