-28.0%
FICO vs GFI
+230.7%
-258.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +4.0% | +2.2% | +1.8% | +3.9% |
| 30D | -1.5% | +2.2% | -3.7% | -1.5% |
| 3M | -29.8% | -4.6% | -25.2% | -29.6% |
| 6M | -33.3% | -16.7% | -16.5% | -32.8% |
| YTD | -56.9% | -9.5% | -47.4% | -56.9% |
| 1Y | -59.5% | -6.8% | -52.6% | -59.5% |
| All | -28.0% | +230.7% | -258.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling