+94.0%
FICO vs GFI
+324.6%
-230.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +4.0% | +2.2% | +1.8% | +3.8% |
| 30D | -1.5% | +2.2% | -3.7% | -1.7% |
| 3M | -29.8% | -4.6% | -25.2% | -29.7% |
| 6M | -33.3% | -16.7% | -16.5% | -32.7% |
| YTD | -56.9% | -9.5% | -47.4% | -57.1% |
| 1Y | -59.5% | -6.8% | -52.6% | -59.8% |
| 3Y | -26.9% | +223.7% | -250.6% | -36.1% |
| All | +94.0% | +324.6% | -230.6% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling