+20.1%
GSK vs FIGR
-3.1%
+23.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | -0.1% |
| 7D | -3.5% | -3.0% | -0.5% | -3.6% |
| 30D | -3.4% | +13.7% | -17.1% | -2.9% |
| 3M | -8.1% | +23.9% | -32.0% | -7.0% |
| 6M | -11.1% | -8.4% | -2.7% | -11.1% |
| YTD | +0.7% | -14.6% | +15.4% | +0.4% |
| 1Y | +20.1% | +12.1% | +8.1% | +24.5% |
| All | +20.1% | -3.1% | +23.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling