-4.9%
GTLB vs FIGR
+1.6%
-6.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.3% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | +12.3% | +31.4% | -19.0% | +9.9% |
| 3M | +65.9% | +30.3% | +35.6% | +62.1% |
| 6M | +104.0% | -7.6% | +111.6% | +103.0% |
| YTD | +26.0% | -10.5% | +36.5% | +22.6% |
| All | -4.9% | +1.6% | -6.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling