+17.8%
GS vs FIGR
-31.9%
+49.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.9% | -3.2% | +3.7% |
| 7D | +0.8% | +12.5% | -11.7% | -0.6% |
| 30D | +1.2% | -14.1% | +15.3% | +2.7% |
| 3M | -12.4% | -14.3% | +1.9% | -11.4% |
| 6M | -2.3% | -34.8% | +32.5% | +1.0% |
| YTD | +4.6% | -40.0% | +44.6% | +6.7% |
| 1Y | +17.5% | -32.9% | +50.4% | +19.4% |
| All | +17.8% | -31.9% | +49.6% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling