+113.0%
FICO vs GFI
+512.6%
-399.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.7% | +5.4% |
| 7D | -10.6% | +4.7% | -15.3% | -10.8% |
| 30D | -6.3% | +14.4% | -20.8% | -7.0% |
| 3M | -19.7% | +32.5% | -52.3% | -20.9% |
| 6M | -31.8% | -7.2% | -24.6% | -31.7% |
| YTD | -41.8% | +10.9% | -52.7% | -42.7% |
| 1Y | -36.4% | +35.5% | -71.9% | -38.5% |
| 3Y | +9.3% | +312.1% | -302.8% | -5.2% |
| 5Y | +113.0% | +524.6% | -411.6% | +78.8% |
| All | +113.0% | +512.6% | -399.6% | +78.8% |
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