-5.2%
GTLB vs FIGR
+6.3%
-11.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -5.8% |
| 7D | +4.6% | +13.5% | -9.0% | +3.7% |
| 30D | +21.0% | +33.7% | -12.7% | +18.3% |
| 3M | +51.7% | +37.3% | +14.4% | +47.8% |
| 6M | +89.3% | +25.5% | +63.7% | +83.4% |
| YTD | +25.6% | -6.3% | +31.9% | +21.9% |
| All | -5.2% | +6.3% | -11.5% | -11.8% |
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