-56.4%
FICO vs GFI
+6.9%
-63.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.6% | -3.0% |
| 7D | +0.4% | +1.4% | -1.0% | +0.5% |
| 30D | +1.7% | +3.0% | -1.3% | +1.8% |
| 3M | -33.0% | +10.2% | -43.2% | -32.1% |
| 6M | -33.9% | -10.1% | -23.8% | -33.1% |
| YTD | -58.5% | -11.4% | -47.1% | -58.0% |
| 1Y | -56.4% | +8.4% | -64.8% | -56.5% |
| All | -56.4% | +6.9% | -63.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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